Tailor-made tests for goodness of fit to semiparametric hypotheses

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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.
Published at http://dx.doi.org/10.1214/009053606000000137 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Statistics Theory, 62G10, 62G20 (Primary) 62G09 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/131109

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0607014
 http://arxiv.org/abs/math/0607014
 Annals of Statistics 2006, Vol. 34, No. 2, 721-741
 doi:10.1214/009053606000000137

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