Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7537916
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments |
scientific article; zbMATH DE number 7537916 |
Statements
Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (English)
0 references
7 June 2022
0 references
\(C(\alpha)\) test
0 references
estimating function
0 references
generalized method of moment (GMM)
0 references
hypothesis reformulation
0 references
invariance
0 references
Lagrange multiplier test
0 references
likelihood ratio test
0 references
linear exponential model
0 references
\(M\)-estimator
0 references
measurement unit
0 references
nonlinear model
0 references
pseudo-likelihood
0 references
reparameterization
0 references
score test
0 references
testing
0 references
Wald test
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8741081
0 references
0.87330717
0 references
0.87163174
0 references
0.8677169
0 references
