Neyman's C(\(\alpha\) ) test and Rao's efficient score test for composite hypotheses

DOI10.1016/0167-7152(91)90113-6zbMath0724.62022OpenAlexW1969349038MaRDI QIDQ758032

K. Kocherlakota, Subrahmaniam Kocherlakota

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90113-6

zbMATH Keywords

maximum likelihood estimatescomposite hypothesesNeyman's C(alpha) testRao's efficient score test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Related Items (5)

The bivariate logarithmic series distribution ⋮ Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models ⋮ Locally robust inference for non-Gaussian linear simultaneous equations models ⋮ Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence ⋮ Invariant tests based onM-estimators, estimating functions, and the generalized method of moments

Cites Work

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• An asymptotic derivation of Neyman's \(C(\alpha)\) test
• Analysis of one-way layout of count data with negative binomial variation
• Testing the goodness of fit of the binomial distribution

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