Neyman's C( ) test and Rao's efficient score test for composite hypotheses
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Publication:758032
DOI10.1016/0167-7152(91)90113-6zbMATH Open0724.62022OpenAlexW1969349038MaRDI QIDQ758032FDOQ758032
Authors: K. Kocherlakota, Subrahmaniam Kocherlakota
Publication date: 1991
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(91)90113-6
Cites Work
Cited In (6)
- The bivariate logarithmic series distribution
- Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
- Generalized \(C(\alpha)\) tests for estimating functions with serial dependence
- An asymptotic derivation of Neyman's \(C(\alpha)\) test
- Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
- Locally robust inference for non-Gaussian linear simultaneous equations models
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