Higher-order asymptotics under model misspecification

被引：15
|
作者：
Viraswami, K
Reid, N
机构：
[1] UNIV OXFORD,DEPT STAT,OXFORD OX1 3TG,ENGLAND
[2] UNIV TORONTO,DEPT STAT,TORONTO,ON M5S 3G3,CANADA
来源：
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1996年 / 24卷 / 02期
关键词：
model misspecification; robust score test statistic; robust Wald test statistic; Edgeworth series;
D O I：
10.2307/3315632
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Most of the higher-order asymptotic results in statistical inference available in the literature assume model correctness. The aim of this paper is to develop higher-order results under model misspecification. The density functions to O(n(-3/2)) of the robust score test statistic and the robust Wald test statistic are derived under the null hypothesis, for the scalar as well as the multiparameter case. Alternate statistics which are robust to O(n(-3/2)) are also proposed.
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页码：263 / 278
页数：16
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