NEYMAN’S C(α) TEST FOR UNOBSERVED HETEROGENEITY

DOI10.1017/S0266466615000249zbMath1385.62007arXiv1302.0262OpenAlexW2962704957MaRDI QIDQ2981823

Jiaying Gu

Publication date: 10 May 2017

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.0262

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Theory of statistical experiments (62B15) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

TESTING FOR HOMOGENEITY IN MIXTURE MODELS ⋮ Neyman's C(α) test for the shape parameter of the exponential power class ⋮ Efficient pseudo-Gaussian and rank-based detection of random regression coefficients ⋮ Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression

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