A parameterisation-invariant modification of the score test

Jupp, P. E.

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Date

07/03/2023

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Abstract

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.

Citation

Jupp , P E 2023 , ' A parameterisation-invariant modification of the score test ' , Information Geometry . https://doi.org/10.1007/s41884-023-00101-4

Publication

Information Geometry

Status

Peer reviewed

DOI

https://doi.org/10.1007/s41884-023-00101-4

ISSN

2511-2481

Type

Journal item

Rights

Copyright © The Author(s) 2023. Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.

Collections

University of St Andrews Research

URI

http://hdl.handle.net/10023/27156