Score Tests for Regression Models
本文系统研究了均值趋势检验中得分统计量的最优性稳健性及相关检验的最优性质,这些统计量可表示为二次型,适用于回归模型分析。
Abstract Many score statistics used for testing trends in means, either based on the observed values of the response variables or their ranks, can be expressed in terms of quadratic forms. This article explores systematically the robustness of optimality of these statistics, as well as the optimal properties of the associated tests.