Comparison of LR, score, and Wald tests in a non-iid setting
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Publication:1369668
DOI10.1006/jmva.1996.1645zbMath0880.62020OpenAlexW1977790946WikidataQ101246361 ScholiaQ101246361MaRDI QIDQ1369668
Rahul Mukerjee, C. Radhakrishna Rao
Publication date: 25 November 1997
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1996.1645
likelihood ratio testaverage powerRao's score testcontiguous alternativesBartlett-type adjustmentWald's testlocal maximinitystringency
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)
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