Conditional score tests in the exponential family

被引：0
|
作者：
Nicolaou, A [1 ]
机构：
[1] Univ Macedonia, Dept Business Adm, Thessaloniki 57006, Greece
来源：
STATISTICS & PROBABILITY LETTERS | 2002年 / 60卷 / 01期
关键词：
approximately similar test; score statistic; exponential family;
D O I：
10.1016/S0167-7152(02)00279-1
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：
The similar test for an affine hypothesis in the exponential family is approximated by a score statistic, derived from the Edgeworth expansion of the conditional distribution given the minimal sufficient statistic under the null hypothesis. (C) 2002 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：69 / 74
页数：6
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