Tailor-made Tests for Goodness of Fit to Semiparametric Hypotheses
نویسندگان
چکیده
We introduce a new framework for constructing tests of a general semiparametric hypotheses which (i) have non-trivial power on the n−1/2 scale in every direction. (ii) can be tailored to put substantial power on alternatives of importance. The approach is based on combining test statistics based on stochastic processes of score statistics with bootstrap critical values.
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