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

It is shown that Rao's efficient score text and Neyman's C([alpha]) test are identical when maximum likelihood estimates are used for the C([alpha]) test.

MoreLess

Year of publication:	1991
Authors:	Kocherlakota, S. ; Kocherlakota, K.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 11.1991, 6, p. 491-493
Publisher:	Elsevier

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005314079