The Ramos and Ledford (2005) score test of independence is a modification of tests by Tawn (1988) and Ledford and Tawn (1996) for a logistic model parameter \(\alpha=1\); the latter two have scores with zero expectation, but the variance of the score are infinite, which produces non-regularity and yield test, once suitably normalized, that converge slowly to their asymptotic null distribution. The test, designed for bivariate samples, transforms observations to have unit Frechet margins and considers a bivariate censored likelihood approach for the logistic distribution.
Usage
test.scoreindep(xdat, p, test = c("ledford", "tawn"))
Value
a list with elements
stat
value of the score test statistic
pval
asymptotic p-value
test
test
argument
Examples
samp <- rmev(n = 1000, d = 2,
param = 0.99, model = "log")
(test.scoreindep(samp, p = 0.9))
#> Score test of independence of Ramos and Ledford (2005)
#> Censoring scheme of Ledford and Tawn (1996)
#> Test statistic: 2.16
#> P-value: 0.031