This paper proposes a modified quasi-likelihood test of Markov regime switching models. Despite its popularity in economics and finance, there are few papers that develop tests for regime switching models. Recently, Cho and White (2007) derive the asymptotic distribution of the quasi-likelihood ratio (QLR) statistic of Markov regime switching models with a scalar parameter. The asymptotic distr...

The basic theory associated with standard variance-component models for QTL mapping in linkage analysis usually assumes multivariate normality. Robust score statistic based on the normality assumption has been proposed and showed to have the correct type-I error free of the true phenotypic distribution (Tang and Siegmund (2001)), however very low power has been observed when phenotypic distribu...

Overview: Recall that a point estimator for a parameter of interest is a statistic which is a function of the random variables from which our sampling method chooses values. The properties of such an estimator, such as having a small bias or a small mean square error, are usually dependent only upon certain features of the sampling distribution of the statistic, such as its mean or variance. Ho...

For a segmented regression system with an unknown change-point over two domains of a predictor, a new empirical likelihood ratio statistic is proposed to test the null hypothesis of no change. Under the null hypothesis of no change, the proposed test statistic is empirically shown asymptotically Gumbel distributed with robust location and scale parameters against various parameter settings and ...

We consider testing for an exponential distribution with unspecified rate parameter when it is only possible to observe the counts in groups with boundaries specified before sighting the data. On the basis of a size and power study we recommend that tests of fit for the exponential distribution be based on the Anderson-Darling statistic and the SW2 statistic recommended by Gulati and Neus (2001...

A new statistic for detecting genetic differentiation of subpopulations is described. The statistic can be calculated when genetic data are collected on individuals sampled from two or more localities. It is assumed that haplotypic data are obtained, either in the form of DNA sequences or data on many tightly linked markers. Using a symmetric island model, and assuming an infinite-sites model o...

We show that the log likelihood ratio statistic factors in such a way that the expansion of its square root may be simply computed symbolically by machine. If the parameter of interest, , is scalar, the root of the log likelihood ratio statistic is simply expressed as the product of ^ ? times a scalar expression. The resulting product has a form that permits the symbolic computation of its mome...

This article describes an extension of classical χ goodness-of-fit tests to Bayesian model assessment. The extension, which essentially involves evaluating Pearson’s goodness-of-fit statistic at a parameter value drawn from its posterior distribution, has the important property that it is asymptotically distributed as a χ random variable on K − 1 degrees of freedom, independently of the dimensi...