Maximin efficiency robust test for multiple nuisance parameters and its statistical properties

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• 作者：Qing YANG^a ; ^b ; ^{13554546673@163.com} ; Jiayan ZHU^c ; ^d ; ^{zhujy999@outlook.com} ; Zhengbang LI^e ; ^{lizhengbang@mail.ccnu.edu.cn}
• 关键词：maximin efficiency robust ; multiple nuisance parameters ; score test ; statistical power
• 刊名：Acta Mathematica Scientia
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：37
• 期：1
• 页码：223-234
• 全文大小：217 K
• 卷排序：37

文摘

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.