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MAXIMIN EFFICIENCY ROBUST TEST FOR MULPLE NUISANCE PARAMETERS AND ITS STASCAL PROPERES

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成果类型:
期刊论文
作者:
Yang, Qing;Zhu, Jiayan;Li, Zhengbang*
通讯作者:
Li, Zhengbang
作者机构:
[Yang, Qing] Wuhan Univ, Sch Water Resources & Hydropower Engn, Wuhan 430072, Peoples R China.
[Yang, Qing] South Central Univ Nationalities, Sch Math & Stat, Wuhan 430074, Peoples R China.
[Zhu, Jiayan; Li, Zhengbang] Cent China Normal Univ, Sch Math & Stat, Wuhan 430079, Peoples R China.
[Zhu, Jiayan] Wuhan Coll, Sch Informat & Commun, Wuhan 430079, Peoples R China.
[Li, Zhengbang] Cent China Normal Univ, Hubei Key Lab Math Sci, Wuhan 430079, Peoples R China.
通讯机构:
[Li, Zhengbang] C
Cent China Normal Univ, Sch Math & Stat, Wuhan 430079, Peoples R China.
Cent China Normal Univ, Hubei Key Lab Math Sci, Wuhan 430079, Peoples R China.
语种:
英文
关键词:
maximin efficiency robust;multiple nuisance parameters;score test;statistical power
关键词(中文):
检验理论;多余参数;稳健性;统计特性;最大效率;统计遗传学;鲁棒性;性质
期刊:
数学物理学报(英文版)
ISSN:
0252-9602
年:
2017
卷:
37
期:
1
页码:
223-234
基金类别:
This work is partially supported by the Natural Science Foundation of China (11401240, 11471135), and the self-determined research funds of CCNU from the colleges' basic research of MOE (CCNU15A05038, CCNU15ZD011) I would also like to take this opportunity to thank Professor Qizhai Li from Chinese Academy of Science for his meaningful suggestions.
机构署名:
本校为通讯机构
院系归属:
数学与统计学学院
摘要:
We propose the maximin efficiency robust test (MERT) for multiple nuisance parameters based on theories about the maximin efficiency robust test for only one nuisance parameter and investigate some theoretical properties about this robust test. We explore some theoretical properties about the power of the MERT for multiple nuisance parameters in a specified scenario intuitively further more. We also propose a meaningful example from statistical genetic field to which the MERT for multiple nuisance parameters can be well applied. Extensive simulation studies are conducted t...

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