Tailor-made tests for goodness of fit to semiparametric hypotheses
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the scale in every direction, and can be tailored to put substantial power on alternatives of importance. The approach is based on combining test statistics based on stochastic processes of score statistics with bootstrap critical values.
Keywords
Cite
@article{arxiv.math/0607014,
title = {Tailor-made tests for goodness of fit to semiparametric hypotheses},
author = {Peter J. Bickel and Ya'acov Ritov and Thomas M. Stoker},
journal= {arXiv preprint arXiv:math/0607014},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/009053606000000137 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)