Multi-sample Rényi test statistics

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F09%3A00332426" target="_blank" >RIV/67985556:_____/09:00332426 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Multi-sample Rényi test statistics

Original language description

This paper focuses on testing composite hypotheses about parameters of s independent samples of different sizes. With this purpose, it introduces test statistics based on the family of Rényi divergences between likelihoods. The asymptotic distributions of the proposed test statistics and of the likelihood ratio statistic are derived under standard regularity assumptions. An application to test the homogeneity of variances in data from families belonging to different populations is described and, under this setup, a simulation experiment compares the small sample performance of the likelihood ratio test and some members of the Rényi family of tests. The experiment indicates that some of the Rényi tests perform better under null hypothesis.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/1M0572" target="_blank" >1M0572: Data, algorithms, decision making</a><br>

Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Brazilian Journal of Probability and Statistics

ISSN

0103-0752

e-ISSN

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Volume of the periodical

23

Issue of the periodical within the volume

2

Country of publishing house

BR - BRAZIL

Number of pages

20

Pages from-to

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UT code for WoS article

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EID of the result in the Scopus database

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