Università della Svizzera italiana

Saddlepoint test in measurement error models

Ma, Yanyuan ; Ronchetti, Elvezio

In: Journal of the American statistical association, 2011, vol. 106, no. 493, p. 147-156

We develop second order hypothesis testing procedures in functional measurement error models for small or moderate sample sizes, where the classical first order asymptotic analysis often fails to provide accurate results. In functional models no distributional assumptions are made on the unobservable covariates and this leads to semiparametric models. Our testing procedure is derived using...