scientific article; zbMATH DE number 815751

zbMATH Open0831.62065MaRDI QIDQ4855593FDOQ4855593

Authors: Shahidur Rahman, Maxwell L. King 

Publication date: 20 February 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

powerMonte Carlo studyLagrange multiplier testlocally most mean powerful testsAPO invariant testsapproximate point optimal teststesting linear regression disturbances

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

Cited In (3)

• Estimation and testing of regression disturbances based on modified likelihood functions
• A new approximate point optimal test of a composite null hypothesis
• Maximal invariant likelihood based testing of semi-linear models

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