On the boundedness and nonmonotonicity of generalized score statistics

Field, C A; Pang, Zhen; Welsh, Alan

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On the boundedness and nonmonotonicity of generalized score statistics

Date

2012

Authors

Field, C A

Pang, Zhen

Welsh, Alan

Publisher

American Statistical Association

Abstract

We show in the context of the linear regression model fitted by Gaussian quasi-likelihood estimation that the generalized score statistics of Boos and Hu and Kalbfleisch for individual parameters can be bounded and nonmonotone in the parameter, making it