A Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying Distributions
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Publication:5321936
DOI10.1080/03610920802431036zbMath1165.62014OpenAlexW1996179757MaRDI QIDQ5321936
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
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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