Testing the information matrix equality with robust estimators

DOI10.1016/j.jspi.2005.02.021zbMath1093.62021OpenAlexW2010656892MaRDI QIDQ2499099

Dirk Hoorelbeke, Christophe Croux, Geert Dhaene

Publication date: 14 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.02.021

zbMATH Keywords

robustnessnormalityheteroscedasticityinformation matrix testregression model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

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