Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460)
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scientific article; zbMATH DE number 7537916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments |
scientific article; zbMATH DE number 7537916 |
Statements
Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (English)
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7 June 2022
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\(C(\alpha)\) test
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estimating function
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generalized method of moment (GMM)
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hypothesis reformulation
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invariance
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Lagrange multiplier test
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likelihood ratio test
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linear exponential model
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\(M\)-estimator
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measurement unit
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nonlinear model
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pseudo-likelihood
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reparameterization
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score test
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testing
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Wald test
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