Parametric bootstrap and approximate tests for two Poisson variates

DOI10.1080/00949650802609475zbMath1187.62065OpenAlexW2170185361MaRDI QIDQ3564757

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Publication date: 26 May 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650802609475

zbMATH Keywords

asymptotic testsPoisson processparametric bootstraprate ratioMonte Carlo tests

Mathematics Subject Classification ID

Related Items (4)

The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach ⋮ Homogeneity tests for several Poisson populations ⋮ A Note on Comparing Several Poisson Means ⋮ Stationarity Tests for Spatial Point Processes using Discrepancies

Cites Work

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• A comparative study of tests for the difference of two Poisson means
• A more powerful test for comparing two Poisson means
• SOME SIMPLE APPROXIMATE TESTS FOR POISSON VARIATES
• Statistical models based on counting processes

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