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2013 | OriginalPaper | Buchkapitel

8. Hypothesis Tests under Misspecification and Relaxed Assumptions

verfasst von : Denni D Boos, L A Stefanski

Erschienen in: Essential Statistical Inference

Verlag: Springer New York

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Abstract

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

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Metadaten
Titel
Hypothesis Tests under Misspecification and Relaxed Assumptions
verfasst von
Denni D Boos
L A Stefanski
Copyright-Jahr
2013
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4614-4818-1_8

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