Small sample asymptotic inference for the coefficient of variation: normal and nonnormal models

DOI10.1016/S0378-3758(01)00241-5zbMath1006.62020MaRDI QIDQ1600742

Jian Rong Wu, Augustine C. M. Wong

Publication date: 16 June 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio statisticsancillary statistics

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Related Items (11)

Small-sample one-sided testing in extreme value regression models ⋮ Two new confidence intervals for the coefficient of variation in a normal distribution ⋮ Signed likelihood ratio tests in the Birnbaum-Saunders regression model ⋮ Multivariate coefficients of variation: comparison and influence functions ⋮ Influence diagnostics on the coefficient of variation of elliptically contoured distributions ⋮ Asymptotics and the theory of inference ⋮ Simultaneous confidence intervals for all differences of coefficients of variation of log-normal distributions ⋮ Principal components on coefficient of variation matrices ⋮ Confidence intervals for the weighted coefficients of variation of two-parameter exponential distributions ⋮ Efficient Confidence Interval Methodologies for the Non Centrality Parameter of a Non CentraltDistribution ⋮ Asymptotics of the sample coefficient of variation and the sample dispersion

Cites Work

• The roles of conditioning in inference. With comments and rejoinder
• Testing Hypotheses about the Shape Parameter of a Gamma Distribution
• Modified signed log likelihood ratio
• Distribution of the Coefficient of Variation and the Extended "t" Distribution
• NOTE ON THE APPLICATION OF FISHER'S k-STATISTICS
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Small sample asymptotic inference for the coefficient of variation: normal and nonnormal models