Comparison of LR, score, and Wald tests in a non-IID setting

Journal of Multivariate Analysis

Volumn 60, Issue 1, 1997, Pages 99-110

  Rao, C Radhakrishna ^b   Mukerjee, Rahul ^a  

^a Indian Institute of Management   (India)

^b NONE

Author keywords

Average power; Bartlett type adjustment; Contiguous alternatives; Likelihood ratio test; Local maximinity; Rao's score test; Stringency; Wald's test

Indexed keywords

EID: 0030642425     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.1645     Document Type: Article

References (14)

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