关于通过局部散度检验局部假设

Q Mathematics

Statistical Methodology Pub Date : 2016-07-01 DOI:10.1016/j.stamet.2016.01.003

G. Avlogiaris , A. Micheas , K. Zografos

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引用次数: 6

摘要

本文的目的是提出在局部检验统计假设的程序，即在数据的特定领域评估模型的有效性。在这种情况下，将讨论一个和两个样本问题。拟议的测试是基于局部散度的，其定义方式是量化在下划线模型的联合域的特定区域内局部概率分布之间的散度。通过仿真和两个实际数据集对理论结果进行了验证。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On testing local hypotheses via local divergence

The aim of this paper is to propose procedures that test statistical hypotheses locally, that is, assess the validity of a model in a specific domain of the data. In this context, the one and two sample problems will be discussed. The proposed tests are based on local divergences which are defined in such a way as to quantify the divergence between probability distributions locally, in a specific area of the joint domain of the underlined models. The theoretical results are exemplified using simulations and two real datasets.

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来源期刊

Statistical Methodology STATISTICS & PROBABILITY-

CiteScore

0.59

自引率

0.00%

发文量

期刊介绍： Statistical Methodology aims to publish articles of high quality reflecting the varied facets of contemporary statistical theory as well as of significant applications. In addition to helping to stimulate research, the journal intends to bring about interactions among statisticians and scientists in other disciplines broadly interested in statistical methodology. The journal focuses on traditional areas such as statistical inference, multivariate analysis, design of experiments, sampling theory, regression analysis, re-sampling methods, time series, nonparametric statistics, etc., and also gives special emphasis to established as well as emerging applied areas.