Empirical phi-divergence test statistics for the difference of means of two populations
Empirical phi-divergence test statistics have demostrated to be a useful technique for the simple null hypothesis to improve the finite sample behavior of the classical likelihood ratio test statistic, as well as for model misspecification problems, in both cases for the one population problem. This...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2017 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | español |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/17865 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/17865 |
| Access Level: | acceso abierto |
| Palabra clave: | 519.22 Empirical likelihood Empirical phi-divergence test statistics Phi-divergence measures Power function Estadística matemática (Matemáticas) 1209 Estadística |
| Sumario: | Empirical phi-divergence test statistics have demostrated to be a useful technique for the simple null hypothesis to improve the finite sample behavior of the classical likelihood ratio test statistic, as well as for model misspecification problems, in both cases for the one population problem. This paper introduces this methodology for two-sample problems. A simulation study illustrates situations in which the new test statistics become a competitive tool with respect to the classical z test and the likelihood ratio test statistic. |
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