A Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying Distributions

DOI10.1080/03610920802431036zbMath1165.62014OpenAlexW1996179757MaRDI QIDQ5321936

Tsung-Shan Tsou

Publication date: 16 July 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802431036

zbMATH Keywords

score testcoefficient of variationrobust likelihood

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (6)

Inferences on the Coefficients of Variation in a Multivariate Normal Population ⋮ Robust asymptotic tests for the equality of multivariate coefficients of variation ⋮ Adjusted generalized confidence intervals for the common coefficient of variation of several normal populations ⋮ A parametric bootstrap approach for the equality of coefficients of variation ⋮ Unnamed Item ⋮ Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios

Cites Work

• Unnamed Item
• Parametric robust test for several variances with unknown underlying distributions
• Robust Poisson regression
• Inferences of variance function – a parametric robust way
• The Uniformity Assumption in the Birthday Problem
• Use of the squared ranks test to test for the equality of the coefficients of variation
• Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions
• Parametric robust inference about regression parameters for the correlation coefficient

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