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August 2003 Inference Functions and Quadratic Score Tests
Bruce G. Lindsay, Annie Qu
Statist. Sci. 18(3): 394-410 (August 2003). DOI: 10.1214/ss/1076102427

Abstract

A general expository description is given of the use of quadratic score test statistics as inference functions. This methodology allows one to do efficient estimation and testing in a semiparametric model defined by a set of mean-zero estimating functions. The inference function is related to a quadratic minimum distance problem. The asymptotic chi-squared properties are shown to be the consequences of asymptotic projection properties. Shortcomings of the asymptotic theory are discussed and a bootstrap method is shown to correct for anticonservative testing behavior.

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Bruce G. Lindsay. Annie Qu. "Inference Functions and Quadratic Score Tests." Statist. Sci. 18 (3) 394 - 410, August 2003. https://doi.org/10.1214/ss/1076102427

Information

Published: August 2003
First available in Project Euclid: 6 February 2004

zbMATH: 1055.62047
MathSciNet: MR2061916
Digital Object Identifier: 10.1214/ss/1076102427

Rights: Copyright © 2003 Institute of Mathematical Statistics

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Vol.18 • No. 3 • August 2003
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