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

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題名:	A Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying Distributions
作者:	Tsou,TS
貢獻者:	統計研究所
關鍵詞:	PARAMETRIC ROBUST;ASYMPTOTIC TEST;EQUALITY;REGRESSION;MODELS
日期:	2009
上傳時間:	2010-06-29 19:33:16 (UTC+8)
出版者:	中央大學
摘要:	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.
關聯:	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
顯示於類別:	[統計研究所] 期刊論文

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