Hypothesis testing when the information matrix is singular

DOI10.1007/BF03178899zbMath1454.62166OpenAlexW2087783348MaRDI QIDQ5123721

Marco Barnabani

Publication date: 29 September 2020

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03178899

zbMATH Keywords

Moore-Penrose pseudoinversepenalized log-likelihood functionnaive maximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Cites Work

• Regression and the Moore-Penrose pseudoinverse
• The Lagrangian Multiplier Test
• On identifiability of parametric statistical models
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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