Neyman's C( ) test and Rao's efficient score test for composite hypotheses

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

zbMATH Keywords

composite hypothesesmaximum likelihood estimatesNeyman's C(alpha) testRao's efficient score test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Cites work

• scientific article; zbMATH DE number 3169866 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3052144 (Why is no real title available?)
• An asymptotic derivation of Neyman's \(C(\alpha)\) test
• Analysis of one-way layout of count data with negative binomial variation
• Testing the goodness of fit of the binomial distribution

Cited in

(6)

• Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
• 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
• The bivariate logarithmic series distribution
• Locally robust inference for non-Gaussian linear simultaneous equations models

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