Asymptotically refined score and GOF tests for inverse Gaussian models
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...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2016
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| Subjects: | |
| 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 |
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| Institution: | Singapore Management University |
| Language: | English |