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April 2006 Tailor-made tests for goodness of fit to semiparametric hypotheses
Peter J. Bickel, Ya’acov Ritov, Thomas M. Stoker
Ann. Statist. 34(2): 721-741 (April 2006). DOI: 10.1214/009053606000000137

Abstract

We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the n−1/2 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.

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Peter J. Bickel. Ya’acov Ritov. Thomas M. Stoker. "Tailor-made tests for goodness of fit to semiparametric hypotheses." Ann. Statist. 34 (2) 721 - 741, April 2006. https://doi.org/10.1214/009053606000000137

Information

Published: April 2006
First available in Project Euclid: 27 June 2006

zbMATH: 1092.62050
MathSciNet: MR2281882
Digital Object Identifier: 10.1214/009053606000000137

Subjects:
Primary: 62G10 , 62G20
Secondary: 62G09

Keywords: Copula models , independence , mixture of Gaussians

Rights: Copyright © 2006 Institute of Mathematical Statistics

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Vol.34 • No. 2 • April 2006
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