Rao score tests for goodness of fit and independence
DOI10.1093/BIOMET/78.2.355zbMATH Open0735.62056OpenAlexW1986364428MaRDI QIDQ3981114FDOQ3981114
Authors: Kanti V. Mardia, John T. Kent 
Publication date: 26 June 1992
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/78.2.355
Recommendations
- Rao's score test with nonparametric density estimators
- On improving the robustness and reliability of Rao's score test
- Goodness-of-fit tests for dependent data
- Nonparametric goodness-of-fit tests for the Rasch model
- Asymptotic power of Rao's score test for independence in high dimensions
- Goodness of fit test and test of independence by entropy
- On an independence test approach to the goodness-of-fit problem
group invariancegoodness of fitunified approachtests of independenceregular exponential familyRao's score statisticomnibus test of multivariate normalityRao score tests
Foundations and philosophical topics in statistics (62A01) Hypothesis testing in multivariate analysis (62H15)
Cited In (26)
- An affine invariant multiple test procedure for assessing multivariate normality
- The simultaneous assessment of normality and homoscedasticity in linear fixed effects models
- Test of normality against generalized exponential power alternatives
- A new goodness of fit test for multivariate normality
- Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data
- Some remarks on Koziol's kurtosis
- Invariant tests for multivariate normality: A critical review
- A treatment of multivariate skewness, kurtosis, and related statistics.
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
- On Charlier polynomials in testing poissonity
- Title not available (Why is that?)
- On improving the robustness and reliability of Rao's score test
- Rao's score test with nonparametric density estimators
- Testing for multivariate normality via univariate tests: A case study using lead isotope ratio data
- Informative statistical analyses using smooth goodness of fit tests
- A goodness-of-fit test for elliptical distributions with diagnostic capabilities
- An angular-radial dependence model for point process data
- RAO'S SCORE TESTS IN SURVIVAL ANALYSIS: EXAMPLES AND BARTLETT TYPE ADJUSTMENTS
- Are You All Normal? It Depends!
- On Rao score and Pearson \(X^2\) statistics in generalized linear models
- Adjustments of Rao's score test for distributional and local parametric misspecifications
- An Appraisal and Bibliography of Tests for Multivariate Normality
- The asymptotic behavior of a variant of multivariate kurtosis
- Smooth tests of goodness of fit for the distributional assumption of regression models
- A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
- Tests for multivariate normality based on canonical correlations
This page was built for publication: Rao score tests for goodness of fit and independence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3981114)
