Conditional score tests in the exponential family.

DOI10.1016/S0167-7152(02)00279-1zbMath1092.62511MaRDI QIDQ1871314

Anna Nicolaou

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Exponential familyScore statisticApproximately similar test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Approximations to statistical distributions (nonasymptotic) (62E17) Sufficient statistics and fields (62B05)

Cites Work

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• An exponential subfamily which admits UMPU tests based on a single test statistic
• Approximating conditional distributions by the mixed Edgeworth-saddlepoint expansion
• A modified score test statistic having chi-squared distribution to order n⁻¹
• Similar tests and the standardized log likelihood ratio statistic
• Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference
• Conditional likelihood and power: higher-order asymptotics
• The Ratio of the Geometric Mean to the Arithmetic Mean for a Random Sample from a Gamma Distribution

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