Asymptotically refined score and GOF tests for inverse Gaussian models

• Main Authors: DESMOND, Anthony F., YANG, Zhenlin
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2016
• Subjects: Bootstrap critical value; data mapping; goodness of fit; score test; inverse Gaussian regression; right-censoring; Wiener process; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/1880; https://ink.library.smu.edu.sg/context/soe_research/article/2880/viewcontent/9652982.pdf
• Institution: Singapore Management University

The score test and the GOF test for the inverse Gaussian distribution, in particular the latter, are known to have large size distortion and hence unreliable power when referring to the asymptotic critical values. We show in this paper that with the appropriately bootstrapped critical values, these...