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.
Publié le : 2006-04-14
Classification:
Copula models,
mixture of Gaussians,
independence,
62G10,
62G20,
62G09
@article{1151418238,
author = {Bickel, Peter J. and Ritov, Ya'acov and Stoker, Thomas M.},
title = {Tailor-made tests for goodness of fit to semiparametric hypotheses},
journal = {Ann. Statist.},
volume = {34},
number = {1},
year = {2006},
pages = { 721-741},
language = {en},
url = {http://dml.mathdoc.fr/item/1151418238}
}
Bickel, Peter J.; Ritov, Ya’acov; Stoker, Thomas M. Tailor-made tests for goodness of fit to semiparametric hypotheses. Ann. Statist., Tome 34 (2006) no. 1, pp. 721-741. http://gdmltest.u-ga.fr/item/1151418238/