Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791): Difference between revisions

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scientific article; zbMATH DE number 1648591

Language	Label	Description	Also known as
English	Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results	scientific article; zbMATH DE number 1648591

Statements

instance of

scholarly article

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title

Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (English)

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zbMATH Open document ID

1053.62023

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DOI

10.1016/S0378-3758(00)00343-8

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Journal of Statistical Planning and Inference

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publication date

2001

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Mathematics Subject Classification ID

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MaRDI publication profile

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cites work

Maximum-Likelihood Estimation of Parameters Subject to Restraints

0 references

Q3275309

0 references

An asymptotic derivation of Neyman's \(C(\alpha)\) test

0 references

R. A. Fisher and multivariate analysis

0 references

APPROXIMATE CONFIDENCE INTERVALS

0 references

APPROXIMATE CONFIDENCE INTERVALS

0 references

0 references

0 references

0 references

0 references

0 references

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

0 references

Alternative forms of the wald test: how long is a piece of string?

0 references

On optimal asymptotic tests of composite hypotheses with several constraints

0 references

Likelihood Ratio Specification Tests

0 references

Q5575199

0 references

Asymptotically uniformly most powerful tests in parametric and semiparametric models

0 references

0 references

0 references

0 references

0 references

0 references

0 references

On the Differential Geometry of the Wald Test with Nonlinear Restrictions

0 references

Invariance, Nonlinear Models, and Asymptotic Tests

0 references

Small sample properties of alternative forms of the Lagrange multiplier test

0 references

Q4802629

0 references

A conversation with C. R. Rao

0 references

Nonlinear models, rescaling and test invariance

0 references

On the corrections to the Wald test of nonlinear restrictions

0 references

THE STATISTICAL UTILIZATION OF MULTIPLE MEASUREMENTS

0 references

Q3999329

0 references

On improving the robustness and reliability of Rao's score test

0 references

Q4882537

0 references

On Large-Sample Estimation and Testing in Parametric Models

0 references

A Test for Normality of Observations and Regression Residuals

0 references

Q4124106

0 references

Testing normality in econometric models

0 references

Goodness-of-Fit Tests for Log-Linear Models in Sparse Contingency Tables

0 references

Q5588236

0 references

Q3288488

0 references

A Lagrange multiplier test for GARCH models

0 references

A simple test for normality against asymmetric alternatives

0 references

Long-Term Memory in Stock Market Prices

0 references

Q3042260

0 references

Q5763589

0 references

Q3920454

0 references

A test for the serial independence of residuals

0 references

Econometrics

0 references

Q3288487

0 references

Q3924979

0 references

IX. On the problem of the most efficient tests of statistical hypotheses

0 references

On the Formulation of Wald Tests of Nonlinear Restrictions

0 references

Testing the specification of a fitted autoregressive-moving average model

0 references

Q5845474

0 references

Q5791397

0 references

TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS

0 references

0 references

0 references

0 references

0 references

Tests based on score statistics: Power properties and related results

0 references

Q5836361

0 references

Q3998440

0 references

Q3665062

0 references

Contiguity of Probability Measures

0 references

Q3857500

0 references

Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification

0 references

The Lagrangian Multiplier Test

0 references

Q4086554

0 references

Some Examples of Asymptotically Most Powerful Tests

0 references

Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

0 references

Q5801671

0 references

Note on the Consistency of the Maximum Likelihood Estimate

0 references

Maximum Likelihood Estimation of Misspecified Models

0 references

Q4869532

0 references

Some Large-Sample Tests for Nonnormality in the Linear Regression Model

0 references

The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

0 references

Sitelinks

Mathematics(1 entry)

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+The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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+Alternative forms of the wald test: how long is a piece of string?
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+On optimal asymptotic tests of composite hypotheses with several constraints
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+Likelihood Ratio Specification Tests
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+Asymptotically uniformly most powerful tests in parametric and semiparametric models
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+Invariance, Nonlinear Models, and Asymptotic Tests
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+Small sample properties of alternative forms of the Lagrange multiplier test
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+A conversation with C. R. Rao
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+Nonlinear models, rescaling and test invariance
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+Normal rank
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+On the corrections to the Wald test of nonlinear restrictions
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@@ Property / cites work @@
+THE STATISTICAL UTILIZATION OF MULTIPLE MEASUREMENTS
+Normal rank
@@ Property / cites work @@
+Q3999329
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+Normal rank
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+On improving the robustness and reliability of Rao's score test
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+Q4882537
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+Normal rank
@@ Property / cites work @@
+On Large-Sample Estimation and Testing in Parametric Models
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+A Test for Normality of Observations and Regression Residuals
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+Q4124106
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+Normal rank
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+Testing normality in econometric models
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+Normal rank
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+Goodness-of-Fit Tests for Log-Linear Models in Sparse Contingency Tables
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+Normal rank
@@ Property / cites work @@
+Q3288488
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+Normal rank
@@ Property / cites work @@
+A Lagrange multiplier test for GARCH models
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+Normal rank
@@ Property / cites work @@
+A simple test for normality against asymmetric alternatives
+Normal rank
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+Long-Term Memory in Stock Market Prices
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+Normal rank
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+Q3042260
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+Normal rank
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+Q5763589
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+Normal rank
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+Q3920454
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+IX. On the problem of the most efficient tests of statistical hypotheses
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+On the Formulation of Wald Tests of Nonlinear Restrictions
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@@ Property / cites work @@
+Testing the specification of a fitted autoregressive-moving average model
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+Q5845474
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+Normal rank
@@ Property / cites work @@
+Q5791397
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+Normal rank
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+TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
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+Tests based on score statistics: Power properties and related results
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+Q5836361
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+Normal rank
@@ Property / cites work @@
+Q3998440
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+Normal rank
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+Q3665062
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+Normal rank
@@ Property / cites work @@
+Contiguity of Probability Measures
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+Normal rank
@@ Property / cites work @@
+Q3857500
@@ Property / cites work: Q3857500 / rank @@
+Normal rank
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+Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification
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@@ Property / cites work @@
+The Lagrangian Multiplier Test
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+Normal rank
@@ Property / cites work @@
+Q4086554
@@ Property / cites work: Q4086554 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Examples of Asymptotically Most Powerful Tests
+Normal rank
@@ Property / cites work @@
+Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
+Normal rank
@@ Property / cites work @@
+Q5801671
@@ Property / cites work: Q5801671 / rank @@
+Normal rank
@@ Property / cites work @@
+Note on the Consistency of the Maximum Likelihood Estimate
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Misspecified Models
+Normal rank
@@ Property / cites work @@
+Q4869532
@@ Property / cites work: Q4869532 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Large-Sample Tests for Nonnormality in the Linear Regression Model
+Normal rank
@@ Property / cites work @@
+The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
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