Some new statistics for testing hypotheses in parametric models

DOI10.1006/JMVA.1997.1680zbMATH Open0877.62020OpenAlexW1993536789MaRDI QIDQ1365556FDOQ1365556

Authors: Domingo Morales, Leandro Pardo, Igor Vajda 

Publication date: 13 October 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1680

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zbMATH Keywords

generalized likelihood ratiodivergence statisticsRao's statisticWald's statisticsimple and composite hypotheses

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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Cited In (44)

• Hypothesis testing in a generic nesting framework for general distributions
• On a family of test statistics for discretely observed diffusion processes
• On divergence tests for composite hypotheses under composite likelihood
• Selected estimated models with \(\phi\)-divergence statistics
• Rényi information, loglikelihood and an intrinsic distribution measure
• Rényi statistics for testing hypotheses in mixed linear regression models
• A chi-square-type test for covariances
• Empirical \(L^2\)-distance test statistics for ergodic diffusions
• The beta generalized half-normal distribution: new properties
• Statistical distances in goodness-of-fit
• Minimum \(\varphi\)-divergence estimator and \(\varphi\)-divergence statistics in generalized linear models with binary data
• On testing local hypotheses via local divergence
• Maximum likelihood principle and \(I\)-divergence: discrete time observations.
• An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
• Some approximations to power functions of \(\phi\)-divergence tests in parametric models
• Informational distances and related statistics in mixed continuous and categorical variables
• On Rényi information for ergodic diffusion processes
• Data-driven smooth tests for a location-scale family revisited
• Renyi's entropy for residual lifetime distribution
• On new developments in divergence statistics
• Rényi entropy properties of records
• Results on residual Rényi entropy of order statistics and record values
• Signal detection via Phi-divergences for general mixtures
• Title not available (Why is that?)
• Rényi information measure for a used item
• On distributional properties and goodness-of-fit tests for generalized measures of divergence
• \(I\)-divergence based testing with applications to reliability and physics
• Mathematical properties of the multivariate \(t\) distribution
• Rényi Entropy of k-Records
• Empirical phi-divergence test statistics for testing simple and composite null hypotheses
• The Lehmann type II Teissier distribution
• Divergences test statistics for discretely observed diffusion processes
• Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
• Multi-sample Rényi test statistics
• On testing hypotheses with doubly censored data
• Rényi statistics for testing equality of autocorrelation coefficients
• Use of Rényi's divergence to test for the equality of the coefficients of variation
• Parametric estimation and tests through divergences and the duality technique
• Likelihood Divergence Statistics for Testing Hypotheses in Familial Data
• New families of estimators and test statistics in log-linear models
• Some new statistics for testing point null hypotheses with prior information
• Rényi Statistics in Directed Families of Exponential Experiments*
• A simulation study of a new family of test statistics for the Behrens-Fisher problem
• Rényi test statistics for partially observed diffusion processes

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