针对半参数假设的定制拟合优度检验
统计理论
2007-06-13 v1 统计理论
摘要
我们引入一种构造一般半参数假设检验的新框架，该检验在每个方向上于 尺度上具有非平凡功效，并且可被定制以在重要替代假设上施加可观功效。该方法基于将基于得分统计量随机过程的检验统计量与自助法临界值相结合。
引用
@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}
}
备注
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)