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

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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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Journal of Statistical Planning and Inference

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publication date

2001

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MaRDI profile type

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

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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

Identifiers

zbMATH Open document ID

1053.62023

0 references

DOI

10.1016/S0378-3758(00)00343-8

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5943791

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+Maximum-Likelihood Estimation of Parameters Subject to Restraints
+Normal rank
@@ Property / cites work @@
+Q3275309
@@ Property / cites work: Q3275309 / rank @@
+Normal rank
@@ Property / cites work @@
+An asymptotic derivation of Neyman's \(C(\alpha)\) test
+Normal rank
@@ Property / cites work @@
+R. A. Fisher and multivariate analysis
@@ Property / cites work: R. A. Fisher and multivariate analysis / rank @@
+Normal rank
@@ Property / cites work @@
+APPROXIMATE CONFIDENCE INTERVALS
@@ Property / cites work: APPROXIMATE CONFIDENCE INTERVALS / rank @@
+Normal rank
@@ Property / cites work @@
+APPROXIMATE CONFIDENCE INTERVALS
@@ Property / cites work: APPROXIMATE CONFIDENCE INTERVALS / rank @@
+Normal rank
@@ Property / cites work @@
+Q5849274
@@ Property / cites work: Q5849274 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3901485
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+Normal rank
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+Normal rank
@@ Property / cites work @@
+Q4066363
@@ Property / cites work: Q4066363 / rank @@
+Normal rank
@@ Property / cites work @@
+The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
+Normal rank
@@ Property / cites work @@
+Alternative forms of the wald test: how long is a piece of string?
+Normal rank
@@ Property / cites work @@
+On optimal asymptotic tests of composite hypotheses with several constraints
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Specification Tests
@@ Property / cites work: Likelihood Ratio Specification Tests / rank @@
+Normal rank
@@ Property / cites work @@
+Q5575199
@@ Property / cites work: Q5575199 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically uniformly most powerful tests in parametric and semiparametric models
+Normal rank
@@ Property / cites work @@
+Q5600597
@@ Property / cites work: Q5600597 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5340435
@@ Property / cites work: Q5340435 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4785338
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+Normal rank
@@ Property / cites work @@
+Q4101268
@@ Property / cites work: Q4101268 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5842591
@@ Property / cites work: Q5842591 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3687500
@@ Property / cites work: Q3687500 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Differential Geometry of the Wald Test with Nonlinear Restrictions
+Normal rank
@@ Property / cites work @@
+Invariance, Nonlinear Models, and Asymptotic Tests
+Normal rank
@@ Property / cites work @@
+Small sample properties of alternative forms of the Lagrange multiplier test
+Normal rank
@@ Property / cites work @@
+Q4802629
@@ Property / cites work: Q4802629 / rank @@
+Normal rank
@@ Property / cites work @@
+A conversation with C. R. Rao
@@ Property / cites work: A conversation with C. R. Rao / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear models, rescaling and test invariance
@@ Property / cites work: Nonlinear models, rescaling and test invariance / rank @@
+Normal rank
@@ Property / cites work @@
+On the corrections to the Wald test of nonlinear restrictions
+Normal rank
@@ Property / cites work @@
+THE STATISTICAL UTILIZATION OF MULTIPLE MEASUREMENTS
+Normal rank
@@ Property / cites work @@
+Q3999329
@@ Property / cites work: Q3999329 / rank @@
+Normal rank
@@ Property / cites work @@
+On improving the robustness and reliability of Rao's score test
+Normal rank
@@ Property / cites work @@
+Q4882537
@@ Property / cites work: Q4882537 / rank @@
+Normal rank
@@ Property / cites work @@
+On Large-Sample Estimation and Testing in Parametric Models
+Normal rank
@@ Property / cites work @@
+A Test for Normality of Observations and Regression Residuals
+Normal rank
@@ Property / cites work @@
+Q4124106
@@ Property / cites work: Q4124106 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing normality in econometric models
@@ Property / cites work: Testing normality in econometric models / rank @@
+Normal rank
@@ Property / cites work @@
+Goodness-of-Fit Tests for Log-Linear Models in Sparse Contingency Tables
+Normal rank
@@ Property / cites work @@
+Q5588236
@@ Property / cites work: Q5588236 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3288488
@@ Property / cites work: Q3288488 / rank @@
+Normal rank
@@ Property / cites work @@
+A Lagrange multiplier test for GARCH models
@@ Property / cites work: A Lagrange multiplier test for GARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+A simple test for normality against asymmetric alternatives
+Normal rank
@@ Property / cites work @@
+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
+Normal rank
@@ Property / cites work @@
+Q3042260
@@ Property / cites work: Q3042260 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5763589
@@ Property / cites work: Q5763589 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3920454
@@ Property / cites work: Q3920454 / rank @@
+Normal rank
@@ Property / cites work @@
+A test for the serial independence of residuals
@@ Property / cites work: A test for the serial independence of residuals / rank @@
+Normal rank
@@ Property / cites work @@
+Econometrics
@@ Property / cites work: Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Q3288487
@@ Property / cites work: Q3288487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3924979
@@ Property / cites work: Q3924979 / rank @@
+Normal rank
@@ Property / cites work @@
+IX. On the problem of the most efficient tests of statistical hypotheses
+Normal rank
@@ Property / cites work @@
+On the Formulation of Wald Tests of Nonlinear Restrictions
+Normal rank
@@ Property / cites work @@
+Testing the specification of a fitted autoregressive-moving average model
+Normal rank
@@ Property / cites work @@
+Q5845474
@@ Property / cites work: Q5845474 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5791397
@@ Property / cites work: Q5791397 / rank @@
+Normal rank
@@ Property / cites work @@
+TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
@@ Property / cites work: TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS / rank @@
+Normal rank
@@ Property / cites work @@
+Q5791409
@@ Property / cites work: Q5791409 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5802594
@@ Property / cites work: Q5802594 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5556138
@@ Property / cites work: Q5556138 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4849863
@@ Property / cites work: Q4849863 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests based on score statistics: Power properties and related results
+Normal rank
@@ Property / cites work @@
+Q5836361
@@ Property / cites work: Q5836361 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3998440
@@ Property / cites work: Q3998440 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3665062
@@ Property / cites work: Q3665062 / rank @@
+Normal rank
@@ Property / cites work @@
+Contiguity of Probability Measures
@@ Property / cites work: Contiguity of Probability Measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q3857500
@@ Property / cites work: Q3857500 / rank @@
+Normal rank
@@ Property / cites work @@
+Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification
+Normal rank
@@ Property / cites work @@
+The Lagrangian Multiplier Test
@@ Property / cites work: The Lagrangian Multiplier Test / rank @@
+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
+Normal rank