scientific article; zbMATH DE number 815751
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Publication:4855593
zbMath0831.62065MaRDI QIDQ4855593
Shahidur Rahman, Maxwell L. King
Publication date: 20 February 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Monte Carlo studypowerLagrange multiplier testlocally most mean powerful testsAPO invariant testsapproximate point optimal teststesting linear regression disturbances
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)
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A new approximate point optimal test of a composite null hypothesis ⋮ Maximal invariant likelihood based testing of semi-linear models ⋮ Estimation and testing of regression disturbances based on modified likelihood functions
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