Rao score tests for goodness of fit and independence

DOI10.1093/BIOMET/78.2.355MaRDI QIDQ3981114zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

group invariancegoodness of fitunified approachtests of independenceregular exponential familyRao's score statisticomnibus test of multivariate normalityRao score tests

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Hypothesis testing in multivariate analysis (62H15)

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

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
• Some remarks on Koziol's kurtosis
• Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data
• 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
• scientific article; zbMATH DE number 125636 (Why is no real title available?)
• 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
• On Rao score and Pearson \(X^2\) statistics in generalized linear models
• Are You All Normal? It Depends!
• 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)