10 citations · 16 across the 9 of their papers we have counts for
9 papers
Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
María Jaenada, Elena Castilla, Nirian Martín +1
Since the two seminal papers by Fisher (1915, 1921) were published, the test under a fixed value correlation coefficient null hypothesis for the bivariate normal distribution const…
Rao's Score Tests on Correlation Matrices
Nirian Martín
Even though the Rao's score tests are classical tests, such as the likelihood ratio tests, their application has been avoided until now in a multivariate framework, in particular h…
Empirical phi-divergence test statistics for testing simple null hypotheses based on exponentially tilted empirical likelihood estimators
Angel Felipe, Nirian Martín, Pedro Miranda +1
In Econometrics, imposing restrictions without assuming underlying distributions to modelize complex realities is a valuable methodological tool. However, if a subset of restrictio…
Phi-Divergence test statistics for testing the validity of latent class models for binary data
Ángel Felipe, Nirian Martín, Pedro Miranda +1
The main purpose of this paper is to present new families of test statistics for studying the problem of goodness-of-fit of some data to a latent class model for binary data. The f…
Empirical phi-divergence test statistics for testing simple and composite null hypotheses
Narayanaswamy Balakrishnan, Nirian Martín, Leandro Pardo
The main purpose of this paper is to introduce first a new family of empirical test statistics for testing a simple null hypothesis when the vector of parameters of interest are de…
An efficient asymptotic approach for testing monotone proportions assuming an underlying logit based order dose-response model
Nirian Martín, Raquel Mata
When an underlying logit based order dose-response model is considered with small or moderate sample sizes, the Cochran-Armitage (CA) test represents the most efficient test in the…