Empirical phi-divergence test statistics for the difference of means of two populations

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dc.contributor.authorBalakrishnan, N.
dc.contributor.authorMartin, N.
dc.contributor.authorPardo Llorente, Leandro
dc.date.accessioned2023-06-17T21:58:22Z
dc.date.available2023-06-17T21:58:22Z
dc.date.issued2017
dc.description.abstractEmpirical 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.
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.refereedTRUE
dc.description.sponsorshipMinisterio de Economía y Competitividad (MINECO)
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/43246
dc.identifier.doi10.1007/s10182-017-0289-0
dc.identifier.issn1863-8171
dc.identifier.officialurlhttps://link.springer.com/article/10.1007/s10182-017-0289-0
dc.identifier.relatedurlhttps://link.springer.com/
dc.identifier.urihttps://hdl.handle.net/20.500.14352/17865
dc.issue.number2
dc.journal.titleAsta- Advances in Statistical Analysis
dc.language.isospa
dc.page.final226
dc.page.initial199
dc.publisherSpringer
dc.relation.projectIDMTM2012-33740
dc.relation.projectIDMTM2015-67057-P
dc.relation.projectIDECO2015-66593-P
dc.rights.accessRightsopen access
dc.subject.cdu519.22
dc.subject.keywordEmpirical likelihood
dc.subject.keywordEmpirical phi-divergence test statistics
dc.subject.keywordPhi-divergence measures
dc.subject.keywordPower function
dc.subject.ucmEstadística matemática (Matemáticas)
dc.subject.unesco1209 Estadística
dc.titleEmpirical phi-divergence test statistics for the difference of means of two populations
dc.typejournal article
dc.volume.number101
dspace.entity.typePublication
relation.isAuthorOfPublicationa6409cba-03ce-4c3b-af08-e673b7b2bf58
relation.isAuthorOfPublication.latestForDiscoverya6409cba-03ce-4c3b-af08-e673b7b2bf58
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