Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179)

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Asymptotic variance of test statistics in the ML and QML frameworks
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    Asymptotic variance of test statistics in the ML and QML frameworks (English)
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    28 January 2021
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    maximum likelihood (ML)
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    quasi-maximum likelihood (QML)
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    variance
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    asymptotic variance
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    inference
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    test statistics
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    skewness statistic
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    kurtosis statistic
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    Cox statistic
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    information matrix test
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    Durbin's \(h\)-statistic
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