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math.ST2022
Designing to detect heteroscedasticity in a regression model
Alessandro Lanteri, Samantha Leorato, Jesús López-Fidalgo +1
We consider the problem of designing experiments to detect the presence of a specified heteroscedastity in a non-linear Gaussian regression model. In this framework, we focus on th…
math.ST2011
An estimation method for the chi-square divergence with application to test of hypotheses
Michel Broniatowski, Samantha Leorato
We propose a new definition of the chi-square divergence between distributions. Based on convexity properties and duality, this version of the χ^2 is well suited both for the class…