Rényi statistics for testing equality of autocorrelation coefficients

DOI10.1016/J.STAMET.2009.03.001zbMATH Open1463.62169OpenAlexW2093151877MaRDI QIDQ537378FDOQ537378

Authors: Tomáš Hobza, Domingo Morales, Leandro Pardo 

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2009.03.001

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zbMATH Keywords

autocorrelation coefficienttesting hypothesislikelihood divergence statisticsnormal multivariate distributionRényi divergence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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Cited In (8)

• Rényi statistics for testing hypotheses in mixed linear regression models
• Rényi entropy rate for Gaussian processes
• Fault-tolerant fusion using \(\alpha\)-Rényi divergence for autonomous vehicle localization
• Limits of Bayesian decision related quantities of binomial asset price models
• Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated
• Divergence-based tests of homogeneity for spatial data
• On the mixing property in the sense of A. Rényi for the statistics of homogeneity test
• Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators

Uses Software

• BRENT

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