MAXIMIN EFFICIENCY ROBUST TEST FOR MULTIPLE NUISANCE PARAMETERS AND ITS STATISTICAL PROPERTIES

doi:10.1016/S0252-9602(16)30127-8

Acta mathematica scientia,Series B ›› 2017, Vol. 37 ›› Issue (1): 223-234.doi: 10.1016/S0252-9602(16)30127-8

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MAXIMIN EFFICIENCY ROBUST TEST FOR MULTIPLE NUISANCE PARAMETERS AND ITS STATISTICAL PROPERTIES

Qing YANG^1,2, Jiayan ZHU^3,4, Zhengbang LI⁵

1. School of Water Resources and Hydropower Engineering, Wuhan University, Wuhan 430072, China;
2. School of Mathematics and Statistics, South-Central University for Nationalities, Wuhan 430074, China;
3. School of Mathematics and Statistics, Central China Normal University, Wuhan 430079, China;
4. School of Information and Communication, Wuhan College, Wuhan 430079, China;
5. School of Mathematics and Statistics & Hubei Key Laboratory of Mathematical Sciences, Central China Normal University, Wuhan 430079, China

Received:2015-09-07 Revised:2016-04-29 Online:2017-02-25 Published:2017-02-25
Contact: Zhengbang LI,E-mail:lizhengbang@mail.ccnu.edu.cn E-mail:lizhengbang@mail.ccnu.edu.cn
About author:Qing YANG,E-mail:13554546673@163.com;Jiayan ZHU,E-mail:zhujy999@outlook.com
Supported by:
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).

Abstract

Abstract:

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 to testify the robustness of the MERT for multiple nuisance parameters.

Key words: maximin efficiency robust, multiple nuisance parameters, score test, statistical power

Qing YANG, Jiayan ZHU, Zhengbang LI. MAXIMIN EFFICIENCY ROBUST TEST FOR MULTIPLE NUISANCE PARAMETERS AND ITS STATISTICAL PROPERTIES[J].Acta mathematica scientia,Series B, 2017, 37(1): 223-234.

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MAXIMIN EFFICIENCY ROBUST TEST FOR MULTIPLE NUISANCE PARAMETERS AND ITS STATISTICAL PROPERTIES

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