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

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/27771

Title:	A Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying Distributions
Authors:	Tsou,TS
Contributors:	統計研究所
Keywords:	PARAMETRIC ROBUST;ASYMPTOTIC TEST;EQUALITY;REGRESSION;MODELS
Date:	2009
Issue Date:	2010-06-29 19:33:16 (UTC+8)
Publisher:	中央大學
Abstract:	A parametric robust test is proposed for comparing several coefficients of variation. This test is derived by properly correcting the normal likelihood function according to the technique suggested by Royall and Tsou. The proposed test statistic is asymptotically valid for general random variables, as long as their underlying distributions have finite fourth moments. Simulation studies and real data analyses are provided to demonstrate the effectiveness of the novel robust procedure.
Relation:	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Appears in Collections:	[Graduate Institute of Statistics] journal & Dissertation

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