ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION

DOI10.1081/STA-100105683zbMath1008.62545WikidataQ56806313 ScholiaQ56806313MaRDI QIDQ4540674

Yannis Bilias, Anil K. Bera

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)

Related Items

GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS, Data-driven smooth tests for a location-scale family revisited, Testing for Persistence in the Error Component Model: A One-Sided Approach

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