Test for homogeneity of several populations by stochastic complexity

Journal of Statistical Planning and Inference

Volumn 53, Issue 2, 1996, Pages 133-151

  Qian, Guoqi ^a   Gupta, R P ^a   Gabor, George ^a  

^a DALHOUSIE UNIVERSITY   (Canada)

Author keywords

Histogram density estimation; Minimum description length; Model selection; Stochastic complexity; Test of homogeneity

Indexed keywords

EID: 0030586533     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-3758(95)00130-1     Document Type: Article

References (14)

1. Conover, W.J. (1971). Practical Nonparametric Statistics. Wiley, New York.
2. Dawid, A.P. (1992). Prequential analysis, stochastic complexity and Bayesian inference. In: J. M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith, Eds., Bayesian Statistics 4. Oxford Univ. Press, Oxford, 109-125 (with discussion).
3. Hájek, J. and Z. Šidák (1967). Theory of Rank Tests. Academic Press, New York.
4. Hall, P. and E.J. Hannan (1988). On stochastic complexity and nonparametric density estimation. Biometrika 75, 705-714.
5. Hettmansperger, T.P. (1984). Statistical Inference Based on Ranks. Wiley, New York.
6. Lehmann, E.L. (1975). Nonparametrics: Statistical Methods Based on Ranks. Holden-Day, San Francisco.
7. Lehmann, E.L. (1986). Testing Statistical Hypotheses. 2nd ed. Wiley, New York.
8. Lock, R. (1992). PRO Football Scores, StatLib.
9. Qian, G. (1994). Statistical Modeling by Stochastic Complexity, unpublished Ph.D. dissertation, Dalhousie University, Dept. of Mathemathics, Statistics and Computing Science, Halifax, Canada.
10. Randles, R.H. and D.A. Wolfe (1979). Introduction to the Theory of Nonparametric Statistics. Wiley, New York.
11. Rissanen, J. (1989). Stochastic Complexity in Statistical Inquiry. World Scientific, Singapore.
12. Rissanen, J. (1994). Fisher information and stochastic complexity. IEEE Trans. Inform. Theory (to appear).
13. Rissanen, J., T.P. Speed and B. Yu (1992). Density estimation by stochastic complexity. IEEE Trans. Inform. Theory 38, 315-323.
14. Shannon, C.E. (1948). A mathematical theory of communication. Bell Syst. Tech. J. 47, 143-157.