On the wald, lagrangian multiplier and likelihood ratio tests when the information matrix is singular
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Publication:3598298
DOI10.1007/BF02589040zbMath1446.62077OpenAlexW2079111196MaRDI QIDQ3598298
Abdalla T. El-Helbawy, Tawfik Hassan
Publication date: 3 February 2009
Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02589040
likelihood ratio testWald testLagrangian multiplier testequivalence of testslikelihood estimation subject to equality constraintsmodified Wald and Lagrangian multiplier statistics
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