Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations
- Autores
- Giménez, Patricia; López, Jorge N.; Guarracino, Lucas Gastón
- Año de publicación
- 2016
- Idioma
- inglés
- Tipo de recurso
- artículo
- Estado
- versión publicada
- Descripción
- In this paper we study the geometry of the differentiable manifold associated with two samples of symmetric distributions in the real line equipped with the Fisher information as Riemannian metric. Expressions for the entries of the information matrix are obtained under different assumptions. The geodesic or Rao distance induced by this geometry is used to construct asymptotic parametrization-invariant testing procedures for comparing location parameters. As special cases, we obtain new asymptotic tests for the two sample Behrens-Fisher and Fieller-Creasy problems. Testing equality of several location parameters is also considered. It is shown that when scale parameters are equal, the geodesic test statistic is a strictly monotone increasing function of the Wald statistic. Empirical results for the Student-t distribution provide evidence that the geodesic test statistic has good sampling properties in terms of level and power.
Fil: Giménez, Patricia. Universidad Nacional de Mar del Plata. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina
Fil: López, Jorge N.. Universidad Nacional de Mar del Plata. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina
Fil: Guarracino, Lucas Gastón. Universidad Nacional de Mar del Plata. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina - Materia
-
Statistical Manifolds
Fisher Information
Geodesic Distance
Hypothesis Testing - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
- Repositorio
- Institución
- Consejo Nacional de Investigaciones Científicas y Técnicas
- OAI Identificador
- oai:ri.conicet.gov.ar:11336/38043
Ver los metadatos del registro completo
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Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical PopulationsGiménez, PatriciaLópez, Jorge N.Guarracino, Lucas GastónStatistical ManifoldsFisher InformationGeodesic DistanceHypothesis Testinghttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1In this paper we study the geometry of the differentiable manifold associated with two samples of symmetric distributions in the real line equipped with the Fisher information as Riemannian metric. Expressions for the entries of the information matrix are obtained under different assumptions. The geodesic or Rao distance induced by this geometry is used to construct asymptotic parametrization-invariant testing procedures for comparing location parameters. As special cases, we obtain new asymptotic tests for the two sample Behrens-Fisher and Fieller-Creasy problems. Testing equality of several location parameters is also considered. It is shown that when scale parameters are equal, the geodesic test statistic is a strictly monotone increasing function of the Wald statistic. Empirical results for the Student-t distribution provide evidence that the geodesic test statistic has good sampling properties in terms of level and power.Fil: Giménez, Patricia. Universidad Nacional de Mar del Plata. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; ArgentinaFil: López, Jorge N.. Universidad Nacional de Mar del Plata. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; ArgentinaFil: Guarracino, Lucas Gastón. Universidad Nacional de Mar del Plata. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaSpringer India2016-02info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/38043Giménez, Patricia; López, Jorge N.; Guarracino, Lucas Gastón; Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations; Springer India; Sankhya A; 78; 1; 2-2016; 19-420976-836X0976-8378CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/doi/10.1007/s13171-015-0068-5info:eu-repo/semantics/altIdentifier/url/https://link.springer.com/article/10.1007%2Fs13171-015-0068-5info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T09:40:49Zoai:ri.conicet.gov.ar:11336/38043instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 09:40:49.501CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse |
dc.title.none.fl_str_mv |
Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations |
title |
Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations |
spellingShingle |
Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations Giménez, Patricia Statistical Manifolds Fisher Information Geodesic Distance Hypothesis Testing |
title_short |
Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations |
title_full |
Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations |
title_fullStr |
Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations |
title_full_unstemmed |
Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations |
title_sort |
Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations |
dc.creator.none.fl_str_mv |
Giménez, Patricia López, Jorge N. Guarracino, Lucas Gastón |
author |
Giménez, Patricia |
author_facet |
Giménez, Patricia López, Jorge N. Guarracino, Lucas Gastón |
author_role |
author |
author2 |
López, Jorge N. Guarracino, Lucas Gastón |
author2_role |
author author |
dc.subject.none.fl_str_mv |
Statistical Manifolds Fisher Information Geodesic Distance Hypothesis Testing |
topic |
Statistical Manifolds Fisher Information Geodesic Distance Hypothesis Testing |
purl_subject.fl_str_mv |
https://purl.org/becyt/ford/1.1 https://purl.org/becyt/ford/1 |
dc.description.none.fl_txt_mv |
In this paper we study the geometry of the differentiable manifold associated with two samples of symmetric distributions in the real line equipped with the Fisher information as Riemannian metric. Expressions for the entries of the information matrix are obtained under different assumptions. The geodesic or Rao distance induced by this geometry is used to construct asymptotic parametrization-invariant testing procedures for comparing location parameters. As special cases, we obtain new asymptotic tests for the two sample Behrens-Fisher and Fieller-Creasy problems. Testing equality of several location parameters is also considered. It is shown that when scale parameters are equal, the geodesic test statistic is a strictly monotone increasing function of the Wald statistic. Empirical results for the Student-t distribution provide evidence that the geodesic test statistic has good sampling properties in terms of level and power. Fil: Giménez, Patricia. Universidad Nacional de Mar del Plata. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina Fil: López, Jorge N.. Universidad Nacional de Mar del Plata. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina Fil: Guarracino, Lucas Gastón. Universidad Nacional de Mar del Plata. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina |
description |
In this paper we study the geometry of the differentiable manifold associated with two samples of symmetric distributions in the real line equipped with the Fisher information as Riemannian metric. Expressions for the entries of the information matrix are obtained under different assumptions. The geodesic or Rao distance induced by this geometry is used to construct asymptotic parametrization-invariant testing procedures for comparing location parameters. As special cases, we obtain new asymptotic tests for the two sample Behrens-Fisher and Fieller-Creasy problems. Testing equality of several location parameters is also considered. It is shown that when scale parameters are equal, the geodesic test statistic is a strictly monotone increasing function of the Wald statistic. Empirical results for the Student-t distribution provide evidence that the geodesic test statistic has good sampling properties in terms of level and power. |
publishDate |
2016 |
dc.date.none.fl_str_mv |
2016-02 |
dc.type.none.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion http://purl.org/coar/resource_type/c_6501 info:ar-repo/semantics/articulo |
format |
article |
status_str |
publishedVersion |
dc.identifier.none.fl_str_mv |
http://hdl.handle.net/11336/38043 Giménez, Patricia; López, Jorge N.; Guarracino, Lucas Gastón; Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations; Springer India; Sankhya A; 78; 1; 2-2016; 19-42 0976-836X 0976-8378 CONICET Digital CONICET |
url |
http://hdl.handle.net/11336/38043 |
identifier_str_mv |
Giménez, Patricia; López, Jorge N.; Guarracino, Lucas Gastón; Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations; Springer India; Sankhya A; 78; 1; 2-2016; 19-42 0976-836X 0976-8378 CONICET Digital CONICET |
dc.language.none.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
info:eu-repo/semantics/altIdentifier/doi/10.1007/s13171-015-0068-5 info:eu-repo/semantics/altIdentifier/url/https://link.springer.com/article/10.1007%2Fs13171-015-0068-5 |
dc.rights.none.fl_str_mv |
info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ |
eu_rights_str_mv |
openAccess |
rights_invalid_str_mv |
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ |
dc.format.none.fl_str_mv |
application/pdf application/pdf |
dc.publisher.none.fl_str_mv |
Springer India |
publisher.none.fl_str_mv |
Springer India |
dc.source.none.fl_str_mv |
reponame:CONICET Digital (CONICET) instname:Consejo Nacional de Investigaciones Científicas y Técnicas |
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CONICET Digital (CONICET) |
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CONICET Digital (CONICET) |
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Consejo Nacional de Investigaciones Científicas y Técnicas |
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CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.mail.fl_str_mv |
dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar |
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13.070432 |