Inference Functions and Quadratic Score Tests
Lindsay, Bruce G. ; Qu, Annie
Statist. Sci., Tome 18 (2003) no. 1, p. 394-410 / Harvested from Project Euclid
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.
Publié le : 2003-08-14
Classification:  Bootstrapping,  chi-squared test,  Edgeworth expansion,  generalized estimating equation,  generalized method of moments,  likelihood,  quadratic inference function,  quasi-likelihood,  semiparametric model
@article{1076102427,
     author = {Lindsay, Bruce G. and Qu, Annie},
     title = {Inference Functions and Quadratic Score Tests},
     journal = {Statist. Sci.},
     volume = {18},
     number = {1},
     year = {2003},
     pages = { 394-410},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1076102427}
}
Lindsay, Bruce G.; Qu, Annie. Inference Functions and Quadratic Score Tests. Statist. Sci., Tome 18 (2003) no. 1, pp.  394-410. http://gdmltest.u-ga.fr/item/1076102427/