Exact likelihood ratio scale and homogeneity testing of some loss processes

DOI10.1016/J.SPL.2005.06.005MaRDI QIDQ2489786zbMATH OpenOpenAlexFDO

Authors M. Stehlík

Publication date 28 April 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.06.005

zbMATH Keywords

Weibull distributionGamma distributionAsymptotic optimalityLikelihood ratioTestingHomogeneityLoss distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03) Testing in survival analysis and censored data (62N03)

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Cites work

• scientific article; zbMATH DE number 4133300 (Why is no real title available?)
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• scientific article; zbMATH DE number 2172897 (Why is no real title available?)
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• Distributions of exact tests in the exponential family
• On the Lambert \(w\) function

Cited in

(10)

• Acknowledgment of priority: Usage of the Lambert \(W\) function in statistics
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• Bayesian gamma processes for optimizing condition-based maintenance under uncertainty
• Tests for exponentiality against Weibull and gamma decreasing hazard rate alternative
• Exact likelihood ratio testing for homogeneity of the exponential distribution
• On the favorable estimation for fitting heavy tailed data
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