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Generalised score and Wald tests - MaRDI portal

Generalised score and Wald tests (Q965875)

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scientific article; zbMATH DE number 5701582
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Generalised score and Wald tests
scientific article; zbMATH DE number 5701582

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    Generalised score and Wald tests (English)
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    26 April 2010
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    Summary: The generalised score and Wald tests are described and related to their non-generalised versions. Two interesting applications are discussed. In the first, a new test for the Behrens-Fisher problem is derived. The second is testing homogeneity of variances from multiple univariate normal populations.
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