Parametric bootstrap and approximate tests for two Poisson variates

DOI10.1080/00949650802609475MaRDI QIDQ3564757zbMATH OpenOpenAlexFDO

Authors

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

parametric bootstrapPoisson processrate ratioasymptotic testsMonte Carlo tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)

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Cites work

• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• scientific article; zbMATH DE number 1865517 (Why is no real title available?)
• 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 methods in spatial epidemiology.
• Statistical models based on counting processes

Cited in

(8)

• Parametric bootstrap tests for continuous and discrete distributions
• Bootstrap and second-order tests of risk difference
• Homogeneity tests for several Poisson populations
• Stationarity tests for spatial point processes using discrepancies
• A more powerful test for comparing two Poisson means
• A note on comparing several Poisson means
• The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach
• A comparative study of tests for the difference of two Poisson means

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