Tailor-made tests for goodness of fit to semiparametric hypotheses

Peter J. Bickel; Ya'acov Ritov; Thomas M. Stoker

doi:10.1214/009053606000000137

Tailor-made tests for goodness of fit to semiparametric hypotheses

Peter J. Bickel^*
, Ya'acov Ritov
, Thomas M. Stoker

^*Corresponding author for this work

Department of Statistics

Research output: Contribution to journal › Article › peer-review

49 Scopus citations

Abstract

We introduce a new framework for constructing tests of general semi-parametric 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.

Original language	English
Pages (from-to)	721-741
Number of pages	21
Journal	Annals of Statistics
Volume	34
Issue number	2
DOIs	https://doi.org/10.1214/009053606000000137
State	Published - Apr 2006

Keywords

Copula models
Independence
Mixture of Gaussians

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10.1214/009053606000000137

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abstract = "We introduce a new framework for constructing tests of general semi-parametric 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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year = "2006",

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AU - Ritov, Ya'acov

AU - Stoker, Thomas M.

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AB - We introduce a new framework for constructing tests of general semi-parametric 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.

KW - Copula models

KW - Independence

KW - Mixture of Gaussians

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Tailor-made tests for goodness of fit to semiparametric hypotheses

Abstract

Keywords

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