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

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题名:	A Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying Distributions
作者:	Tsou,TS
贡献者:	統計研究所
关键词:	PARAMETRIC ROBUST;ASYMPTOTIC TEST;EQUALITY;REGRESSION;MODELS
日期:	2009
上传时间:	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
显示于类别:	[統計研究所] 期刊論文

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