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

✍ Scribed by S. Kocherlakota; K. Kocherlakota


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
175 KB
Volume
11
Category
Article
ISSN
0167-7152

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📜 SIMILAR VOLUMES


A score test for non-nested hypotheses w
✍ J. M. C. Santos Silva 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 156 KB

## Abstract In this paper it is shown that a convenient score test against non‐nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models. This is essentially a test for the correct specification of the conditional distribution of the vari