Testing the information matrix equality with robust estimators

DOI10.1016/j.jspi.2005.02.021zbMath1093.62021MaRDI QIDQ2499099

Christophe Croux, Geert Dhaene, Dirk Hoorelbeke

Publication date: 14 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.02.021

zbMATH Keywords

robustness; normality; heteroscedasticity; information matrix test; regression model

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

62F05: Asymptotic properties of parametric tests

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