Conditional score tests in the exponential family

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.

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Year of publication:	2002
Authors:	Nicolaou, Anna
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 60.2002, 1, p. 69-74
Publisher:	Elsevier
Keywords:	Approximately similar test Score statistic Exponential family

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005143409