Hypothesis Tests under Misspecification and Relaxed Assumptions

作者: Denni D Boos , L A Stefanski

DOI: 10.1007/978-1-4614-4818-1_8

关键词:

摘要: In Chapter 6 we gave the classical asymptotic chi-squared results for TW, TS, and TLR under ideal conditions, that is, when specified model density f.yI is correct. this chapter give case incorrect, also show how to adjust statistics have usual results. For Wald score tests, these adjusted in generalM-estimation context.We discuss quadratic inference functions of Lindsay Qu (2003) are related Generalized Method Moments (GMM) approach found econometrics literature.

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