A parameterisation-invariant modification of the score test
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The null distribution of the score test statistic is asymptotically chi-squared for large samples. The error in this approximation is improved greatly by a cubic modification. The coefficients of this cubic that are given in the literature depend on the parameterisation. This paper provides parameterisation-invariant versions of the coefficients, expresses them in terms of appropriate tensors, and provides geometric interpretations.
Jupp , P E 2023 , ' A parameterisation-invariant modification of the score test ' , Information Geometry . https://doi.org/10.1007/s41884-023-00101-4
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