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

Authors

Olivier Thas, University of WollongongFollow
Ao Yuan, Georgetown University
Hon Keung Tony Ng, Southern Methodist University
Gang Zheng, Ghent UniversityFollow

RIS ID

102743

Publication Details

Thas, O., Yuan, A., Ng, H. & Zheng, G. (2015). A proportional score test over the nuisance parameter space: Properties and applications. Statistics and Probability Letters, 106 (November), 295-300.

Abstract

2015 Elsevier B.V. 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.