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Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters - MaRDI portal

Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters (Q5943793)

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scientific article; zbMATH DE number 1648593
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Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters
scientific article; zbMATH DE number 1648593

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    Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters (English)
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    7 April 2002
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    Edgeworth expansion
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    factorization
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    local alternatives
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    likelihood ratio test
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    Rao's score test
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    Wald test
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    nuisance parameters
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