A proportional score test over the nuisance parameter space: properties and applications

DOI10.1016/J.SPL.2015.07.022MaRDI QIDQ900573zbMATH OpenOpenAlexWikidataFDO

Authors Olivier Thas, Ao Yuan, Hon Keung Tony Ng, Gang Zheng

Publication date 22 December 2015

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

Full work available at URL https://doi.org/10.1016/j.spl.2015.07.022

zbMATH Keywords

score statisticnuisance parameterbaserobust testMAXnon-standard hypothesis testing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3990600 (Why is no real title available?)
• Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative
• Analysis of Ordered Categorical Data: Two Score‐Independent Approaches
• Efficiency Robust Tests for Survival or Ordered Categorical Data
• Generalized score test of homogeneity for mixed effects models
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• On Robust Procedures
• Optimal Robustness: A General Method, with Applications to Linear Estimators of Location
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Robust tests in genome-wide scans under incomplete linkage disequilibrium
• The Use of Maximin Efficiency Robust Tests in Combining Contingency Tables and Survival Analysis

Cited in

(5)

• The limiting bound of Efron's W-formula for hypothesis testing when a nuisance parameter is present only under the alternative
• Maximin efficiency robust test for multiple nuisance parameters and its statistical properties
• Adjusted supremum score-type statistics for evaluating non-standard hypotheses
• Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling
• Maximizing a Family of Optimal Statistics over a Nuisance Parameter with Applications to Genetic Data Analysis

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