Penalized logistic regression is extremely useful for binary classification with a large number of covariates (significantly higher than the sample size), having several real life applications, including genomic disease classification. However, the existing methods based on the likelihood based loss function are sensitive to data contamination and other noise and, hence, robust methods are needed for stable and more accurate inference. In this paper, we propose a family of robust estimators for sparse logistic models utilizing the popular density power divergence based loss function and the general adaptively weighted LASSO penalties. We study the local robustness of the proposed estimators through its influence function and also derive its oracle properties and asymptotic distribution. With extensive empirical illustrations, we clearly demonstrate the significantly improved performance of our proposed estimators over the existing ones with particular gain in robustness. Our proposal is finally applied to analyse four different real datasets for cancer classification, obtaining robust and accurate models, that simultaneously performs gene selection and patient classification.Software availability: A ready implementation of our proposal is available as an R package awD-PDlasso in Github.

Minimum Renyi’s pseudodistance estimators (MRPEs) enjoy good robustness properties without a significant loss of efficiency in general statistical models, and, in particular, for linear regression models (LRMs). In this line, Castilla et al. considered robust Wald-type test statistics in LRMs based on these MRPEs. In this paper, we extend the theory of MRPEs to Generalized Linear Models (GLMs) using independent and nonidentically distributed observations (INIDO). We derive asymptotic properties of the proposed estimators and analyze their influence function to asses their robustness properties. Additionally, we define robust Wald-type test statistics for testing linear hypothesis and theoretically study their asymptotic distribution, as well as their influence function. The performance of the proposed MRPEs and Wald-type test statistics are empirically examined for the Poisson Regression models through a simulation study, focusing on their robustness properties. We finally test the proposed methods in a real dataset related to the treatment of epilepsy, illustrating the superior performance of the robust MRPEs as well as Wald-type tests.

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Since the two seminal papers by Fisher (Biometrika 10:507–521, 1915; Metron 1:1–32, 1921) were published, the test under a fixed value correlation coefficient null hypothesis for the bivariate normal distribution constitutes an important statistical problem. In the framework of asymptotic robust statistics, it remains being a topic of great interest to be investigated. For this and other tests, focused on paired correlated normal random samples, Rényi’s pseudodistance estimators are proposed, their asymptotic distribution is established and an iterative algorithm is provided for their computation. From them the Wald-type test statistics are constructed for different problems of interest and their influence function is theoretically studied. For testing null correlation in different contexts, an extensive simulation study and two real data based examples support the robust properties of our proposal.

The Rao’s score, Wald and likelihood ratio tests are the most common procedures for testing hypotheses in parametric models. None of the three test statistics is uniformly superior to the other two in relation with the power function, and moreover, they are first-order equivalent and asymptotically optimal. Conversely, these three classical tests present serious robustness problems, as they are based on the maximum likelihood estimator, which is highly non-robust. To overcome this drawback, some test statistics have been introduced in the literature based on robust estimators, such as robust generalized Wald-type and Rao-type tests based on minimum divergence estimators. In this paper, restricted minimum Rényi’s pseudodistance estimators are defined, and their asymptotic distribution and influence function are derived. Further, robust Rao-type and divergence-based tests based on minimum Rényi’s pseudodistance and restricted minimum Rényi’s pseudodistance estimators are considered, and the asymptotic properties of the new families of tests statistics are obtained. Finally, the robustness of the proposed estimators and test statistics is empirically examined through a simulation study, and illustrative applications in real-life data are analyzed.

One-shot devices are product or equipment that can be used only once, so they get destroyed when tested. However, the destructiveness assumption may not be necessary in many practical applications such as assessing the effect of temperature on some electronic components, yielding to the so called non-destructive one-shot devices. Further, one-shot devices generally have large mean lifetime to failure, and so accelerated life tests (ALTs) must be performed for inference. The step-stress ALT shorten the lifetime of the products by increasing the stress level at which units are subjected to progressively at pre-specified times. Then, the non-destructive devices are tested at certain inspection times and surviving units can continue within the experiment providing extra information. Classical estimation methods based on the maximum likelihood estimator (MLE) enjoy suitable asymptotic properties but they lack of robustness. In this paper, we develop robust inferential methods for non-destructive one-shot devices based on the popular density power divergence (DPD) for estimating and testing under the step-stress model with Weibull lifetime distributions. We theoretically and empirically examine the asymptotic and robustness properties of the minimum DPD estimators and Wald-type test statistics based on them. Moreover, we develop robust estimators and confidence intervals for some important lifetime characteristics, namely reliability at certain mission times, distribution quantiles and mean lifetime of a device. Finally, we analyze the effect of temperature in three electronic components, solar lights, medium power silicon bipolar transistors and LED lights using real data arising from an step-stress ALT.

Several regularization methods have been considered over the last decade for sparse high-dimensional linear regression models, but the most common ones use the least square (quadratic) or likelihood loss and hence are not robust against data contamination. Some authors have overcome the problem of nonrobustness by considering suitable loss function based on divergence measures (e.g., density power divergence, γ−divergence, etc.) instead of the quadratic loss. In this paper we shall consider a loss function based on the Rényi's pseudodistance jointly with non-concave penalties in order to simultaneously perform variable selection and get robust estimators of the parameters in a high-dimensional linear regression model of nonpolynomial dimensionality. The desired oracle properties of our proposed method are derived theoretically and its usefulness is illustustrated numerically through simulations and real data examples.

One-shot devices analysis involves an extreme case of interval censoring, wherein one can only know whether the failure time is either before or after the test time. Some kind of one-shot devices do not get destroyed when tested, and so can continue within the experiment, providing extra information for inference, if they did not fail before an inspection time. In addition, their reliability can be rapidly estimated via accelerated life tests (ALTs) by running the tests at varying and higher stress levels than working conditions. In particular, step-stress tests allow the experimenter to increase the stress levels at pre-fixed times gradually during the life-testing experiment. The cumulative exposure model is commonly assumed for step-stress models, relating the lifetime distribution of units at one stress level to the lifetime distributions at preceding stress levels. In this paper, we develop robust estimators and Z-type test statistics based on the density power divergence (DPD) for testing linear null hypothesis for non-destructive one-shot devices under the step-stress ALTs with exponential lifetime distribution. We study asymptotic and robustness properties of the estimators and test statistics, yielding point estimation and confidence intervals for different lifetime characteristic such as reliability, distribution quantiles and mean lifetime of the devices. A simulation study is carried out to assess the performance of the methods of inference developed here and some real-life data sets are analyzed finally for illustrative purpose.