scientific article; zbMATH DE number 815751

MaRDI QIDQ4855593zbMATH OpenFDO

Authors Shahidur Rahman, Maxwell L. King

Publication date 20 February 1996

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)

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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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