Empirical phi-divergence test statistics for the difference of means of two populations

被引：0
作者：
N. Balakrishnan
N. Martín
L. Pardo
机构：
[1] McMaster University,Department of Mathematics and Statistics
[2] Complutense University of Madrid,Department of Statistics and O.R.
来源：
AStA Advances in Statistical Analysis | 2017年 / 101卷
关键词：
Empirical likelihood; Empirical phi-divergence test statistics; Phi-divergence measures; Power function; 62F03; 62F25;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Empirical phi-divergence test statistics have demostrated to be a useful technique for the simple null hypothesis to improve the finite sample behavior of the classical likelihood ratio test statistic, as well as for model misspecification problems, in both cases for the one population problem. This paper introduces this methodology for two-sample problems. A simulation study illustrates situations in which the new test statistics become a competitive tool with respect to the classical z test and the likelihood ratio test statistic.
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页码：199 / 226
页数：27
相关论文
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