On Large-Sample Estimation and Testing in Parametric Models
From MaRDI portal
Publication:3201303
DOI10.2307/1403475zbMath0715.62058OpenAlexW2321208359MaRDI QIDQ3201303
W. J. Hall, David J. Mathiason
Publication date: 1990
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403475
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)
Related Items (49)
Facilitating the Calculation of the Efficient Score Using Symbolic Computing ⋮ Large sample inference for conditional exponential families with applications to nonlinear time series ⋮ Competing risk modeling and testing for X-chromosome genetic association ⋮ Subspace-based algorithms for structural identification, damage detection, and sensor data fusion ⋮ A COMMENT ON LOCALLY MOST POWERFUL TESTS IN THE PRESENCE OF NUISANCE PARAMETERS ⋮ Testing Statistical Hypotheses ⋮ Efficiency of weighted averages ⋮ Local asymptotic normality for long-memory process with strong mixing noises ⋮ Neyman's C(α) test for the shape parameter of the exponential power class ⋮ The local asymptotic normality of a class of generalized random coefficient autoregressive processes ⋮ Non-stationary quasi-likelihood and asymptotic optimality ⋮ ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY ⋮ Comments on: Goodness-of-fit tests in mixed models. ⋮ Locally robust inference for non-Gaussian linear simultaneous equations models ⋮ Bernstein-type large deviations inequalities for partial sums of strong mixing processes ⋮ Goodness of fit tests based on frequencies and averages of classes ⋮ Unnamed Item ⋮ Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise ⋮ A simple nonparametric test for bivariate symmetry about a line ⋮ Tensor sliced inverse regression ⋮ The epsilon-skew-normal distribution for analyzing near-normal data ⋮ A locally asymptotically powerful test for nonlinear autoregressive models ⋮ A review of optimality of multivariate tests ⋮ Reweighted Smooth Tests of Goodness of Fit ⋮ Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors ⋮ Data-driven smooth test for a location-scale family ⋮ Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference ⋮ A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations ⋮ Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality ⋮ Godambe estimating functions and asymptotic optimal inference ⋮ Two score and 10 years of score tests ⋮ Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results ⋮ Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters ⋮ Informative statistical analyses using smooth goodness of fit tests ⋮ Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity ⋮ Asymptotic optimal inference for a class of nonlinear time series models ⋮ Parametric and Semi-Parametric Efficient Tests for Parameter Instability ⋮ Smooth tests for the gamma distribution ⋮ Dimension reduction for nonelliptically distributed predictors ⋮ Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence ⋮ Asymptotically uniformly most powerful tests in parametric and semiparametric models ⋮ Inference for a binary lattice Markov process ⋮ Generalised smooth tests for the generalised Pareto distribution ⋮ Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes ⋮ Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. ⋮ On the maximum likelihood estimate for the drift of brownian motion following a symmetric sequential probability ratio test ⋮ Maximum likelihood estimate following sequential probability ratio tests ⋮ Large sample inference based on multiple observations from nonlinear autoregressive processes ⋮ Higher order \(C(\alpha)\) tests with applications to mixture models
This page was built for publication: On Large-Sample Estimation and Testing in Parametric Models