论文信息 - Neyman's Smooth Goodness-of-Fit Test When the Hypothesis Is Composite

Neyman's Smooth Goodness-of-Fit Test When the Hypothesis Is Composite

Abstract A method is given for adjustment of the Neyman smooth goodness-of-fit test to allow for estimation of parameters in a composite hypothesis. With this method the limiting distribution under the hypothesis is chi-squared, in contrast to a method given by Barton for this problem. The basis of the method is a standard modification of the quadratic score statistic.

Donald A. Pierce | D. Pierce | DavidR . Thomas | David R. Thomas

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