An asymptotic expansion for the null distribution of the efficient score statistic (Q3711464)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An asymptotic expansion for the null distribution of the efficient score statistic |
scientific article |
Statements
An asymptotic expansion for the null distribution of the efficient score statistic (English)
0 references
1985
0 references
Cornish-Fisher expansion
0 references
index of dispersion test
0 references
Lagrange multiplier test
0 references
large-sample reference chi-square distribution
0 references
asymptotic expansion
0 references
null distribution
0 references
efficient score statistic
0 references
composite hypothesis
0 references
nuisance parameters
0 references
percentage points
0 references
first three moments
0 references
homogeneity of Poisson parameters
0 references