杂记:未知离差下广义线性模型中三个经典检验的局部功效

Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion

Biometrika · 1997
被引 10
ABS 4

中文导读

研究了指数族广义线性模型中,在未知离差和Pitman备择假设下,似然比、得分和Wald检验统计量的非零分布渐近展开,推广了Cordeiro等人的结果。

Abstract

In this paper we obtain asymptotic expansions for the nonnull distribution functions of the likelihood ratio, score and Wald test statistics in exponential family generalised linear models under Pitman alternatives assuming unknown dispersion, thus generalising some of the results in Cordeiro, Botter & Ferrari (1994).

广义线性模型假设检验似然比检验得分检验Wald检验