Asymptotic variance of test statistics in the ML and QML frameworks

DOI10.1007/s42519-020-00137-0zbMath1458.62067OpenAlexW3042173406MaRDI QIDQ2223179

Osman Doğan, Anil K. Bera, Süleyman Taşpınar

Publication date: 28 January 2021

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-020-00137-0

zbMATH Keywords

varianceasymptotic varianceinferencetest statisticsinformation matrix testmaximum likelihood (ML)Cox statisticDurbin's \(h\)-statistickurtosis statisticquasi-maximum likelihood (QML)skewness statistic

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items

Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality, A history of the delta method and some new results

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