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Robust estimators and robust tests for the slightly contaminated stochastic logistic population models
Authors:Hu Xuemei
Institution:1. School of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing, China;2. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China
Abstract:This article introduces the robust indirect technique for the slightly contaminated stochastic logistic population models. Based on discrete sampled data with a fixed unit of time between two consecutive observations, we not only construct the robust indirect inference generalized method of moments (GMM) estimator for the model parameters, but also propose a likelihood-ratio-type indirect statistic and a robust indirect GMM saddle-point statistic for testing the parameters of interest. In addition, we develop the robust exponential tilting estimator and the robust exponential tilting test to improve their small sample performances. Finally, their finite-sample properties are studied through Monte Carlo experiments.
Keywords:Robust exponential tilting  Robust indirect inference GMM estimator  Robust likelihood ratio-type indirect test  Robust saddle-point test  The slightly contaminated stochastic logistic population model
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