On improving the robustness and reliability of Rao's score test
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Publication:5943799
DOI10.1016/S0378-3758(00)00351-7zbMath0982.62017MaRDI QIDQ5943799
Chris D. Orme, Leslie G. Godfrey
Publication date: 7 April 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)
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The score test for the two‐sample occupancy model, Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results, Robust Misspecification Tests for the Heckman's Two-Step Estimator, Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
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