A proportional score test over the nuisance parameter space: Properties and applications

Olivier Thas, Ao Yuan, Hon Keung Tony Ng and Gang Zheng

Statistics & Probability Letters, 2015, vol. 106, issue C, 295-300

Abstract: We generalize and study the properties of a test proposed by Zheng (2008) for hypothesis testing involves nuisance parameters that are not present under the null hypothesis. The methodology is illustrated by case-control genetic association studies under model uncertainty.

Keywords: BASE; Non-standard hypothesis testing; MAX; Nuisance parameter; Robust test; Score statistic (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.07.022

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