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On the asymptotic distribution of chi-square based test statistics in the analysis of moment structural models. (English) Zbl 0923.62023

Proceedings of the 51st session of the International Statistical Institute, Istanbul, Turkey, August 18–26, 1997. Vol. 2. Voorburg: International Statistical Institute, 251-254 (1997).
Summary: The asymptotic distribution of chi-square based test statistics is investigated under general conditions. It is allowed both the model to be misspecified and the fitting criterium to be non-optimal for the actual distribution of the sample moments. Both model and distribution misspecification will be characterized by specific coefficients that, when deviating from the null model case and chi-square distribution, modify the common asymptotic mean and variance of chi-square type test statistics.
For the entire collection see [Zbl 0914.00073].

MSC:

62E20 Asymptotic distribution theory in statistics
62G10 Nonparametric hypothesis testing
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