Monte carlo comparison of wald's, likelihood ratio and rao's tests

DOI10.1080/00949659308811490zbMath0825.62381OpenAlexW2069531399MaRDI QIDQ4851435

Roy F. Bartlett, Brajendra Chandra Sutradhar

Publication date: 14 November 1995

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659308811490

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Related Items (1)

Some corrections of the score test statistic for Gaussian ARMA models

Cites Work

• Unnamed Item
• On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics
• Invariants and likelihood ratio statistics
• Differential-geometrical methods in statistics
• Local sufficiency
• Testing Goodness of Fit for the Poisson Assumption When Observations Are Not Identically Distributed
• Local ancillarity
• Likelihood ratio and associated test criteria
• Linear Statistical Inference and its Applications

This page was built for publication: Monte carlo comparison of wald's, likelihood ratio and rao's tests