Tailor-made tests for goodness of fit to semiparametric hypotheses

• 成果类型: Article
• 署名作者: Bickel, Peter J.; Ritov, Ya'acov; Stoker, Thomas M.
• 署名单位: University of California System; University of California Berkeley; Hebrew University of Jerusalem; Massachusetts Institute of Technology (MIT)
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053606000000137
• 发表日期: 2006
• 页码: 721-741
• 关键词: powerful tests

摘要

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.