Score tests when a nuisance parameter is unidentified under the null hypothesis

DOI10.1016/S0378-3758(00)00346-3zbMath0982.62012MaRDI QIDQ5943794

Denis Conniffe

Publication date: 7 April 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

LM testRao's score testunidentified parameter

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03)

Related Items (5)

Test for conditional odds ratio in matching pairs inverse sampling design ⋮ Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ Score, pseudo-score and residual diagnostics for spatial point process models ⋮ Simultaneous tests for homogeneity of two zero-inflated (beta) populations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some comparisons of tests for a shift in the slopes of a multivariate linear time series model
• Specification Tests Based on Artificial Regressions
• A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• The length heuristic for simultaneous hypothesis tests
• A test for the presence of conditional heteroskedasticity within arch-m framework
• A Test for a Shifting Slope Coefficient in a Linear Model
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

This page was built for publication: Score tests when a nuisance parameter is unidentified under the null hypothesis