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A parameterisation-invariant modification of the score test

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dc.contributor.authorJupp, P. E.
dc.date.accessioned2023-03-10T15:30:10Z
dc.date.available2023-03-10T15:30:10Z
dc.date.issued2024-01-01
dc.identifier283446043
dc.identifiera448de9c-028c-4f1b-9dcf-44ecf1d2fab4
dc.identifier85149309079
dc.identifier.citationJupp , P E 2024 , ' A parameterisation-invariant modification of the score test ' , Information Geometry , vol. 7 , pp. 429-439 . https://doi.org/10.1007/s41884-023-00101-4en
dc.identifier.issn2511-2481
dc.identifier.otherORCID: /0000-0003-0973-8434/work/130659986
dc.identifier.urihttps://hdl.handle.net/10023/27156
dc.description.abstractThe 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.
dc.format.extent11
dc.format.extent291016
dc.language.isoeng
dc.relation.ispartofInformation Geometryen
dc.subjectBartlett correctionen
dc.subjectGeneralised Bartlett correctionen
dc.subjectInterest parameteren
dc.subjectInvariant Taylor expansionen
dc.subjectLarge-sample asymptoticsen
dc.subjectLikelihood yokeen
dc.subjectTensoren
dc.subjectQA Mathematicsen
dc.subjectMathematics(all)en
dc.subjectNISen
dc.subjectMCCen
dc.subject.lccQAen
dc.titleA parameterisation-invariant modification of the score testen
dc.typeJournal itemen
dc.contributor.institutionUniversity of St Andrews. Statisticsen
dc.identifier.doi10.1007/s41884-023-00101-4
dc.description.statusPeer revieweden


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