文章基本信息

标题：More Powerful Test for Homogeneity of Means Under an Order Restriction in Time Series with Stationary Process
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作者：Abouzar Bazyari
期刊名称：Journal of Data Science
印刷版ISSN：1680-743X
电子版ISSN：1683-8602
出版年度：2016
卷号：14
期号：4
页码：681-700
出版社：Tingmao Publish Company
摘要：Suppose that an order restriction is imposed among several means in timeseries. We are interested in testing the homogeneity of these unknown means underthis restriction. In the present paper, a test based on the isotonic regression is donefor monotonic ordered means in time series with stationary process and short rangedependent sequences errors. A test statistic is proposed using the penalizedlikelihood ratio (PLR) approach. Since the asymptotic null distribution of teststatistic is complicated, its critical values are computed by using Monte Carlosimulation method for some values of sample sizes at different significance levels.The power study of our test statistic is provided which is more powerful than thatof the test proposed by Brillinger (1989). Finally, to show the application of theproposed test, it is applied to real dataset contains monthly Iran rainfall records.
关键词：Isotonic regression; Monte Carlo simulation; Penalized likelihood ratio;Test of trend