Geodesic hypothesis testing for comparing location parameters in elliptical populations

DOI10.1007/s13171-015-0068-5zbMath1381.62047OpenAlexW750604941MaRDI QIDQ288259

Lucas Guarracino, Jorge N. López, Patricia Gimenez

Publication date: 25 May 2016

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-015-0068-5

zbMATH Keywords

hypothesis testingFisher informationelliptical distributionscomparing location parametersgeodesic distancestatistical manifolds

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Statistical aspects of information-theoretic topics (62B10) Linear and affine connections (53B05)

Uses Software

• R

Cites Work

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• Locally homogeneous Riemannian manifolds and Cartan triples
• Geodesic estimation in elliptical distributions
• The geometry of asymptotic inference. With comments and a rejoinder by the author
• Parametrization-invariant Wald tests
• Hypothesis testing: A model selection approach
• Intrinsic analysis of statistical estimation
• Differential-geometrical methods in statistics
• Rao distances
• The Role of Differential Geometry in Statistical Theory
• Welch's Approximate Solution for the Behrens-Fisher Problem
• Statistical Manifolds of Univariate Elliptic Distributions
• Geometrical theory of asymptotic ancillarity and conditional inference
• On the Standard Asymptotic Confidence Ellipsoids of Wald
• On the Differential Geometry of the Wald Test with Nonlinear Restrictions
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