Rao's (1948) seminal paper introduced a fundamental principle of testing based on the score function and the score test has local optimal properties. When the assumed model is misspecified, it is well known that Rao's score (RS) test loses its optimality. A model could be misspecified in a...

We show that exact computation of the censored least absolute deviations (CLAD) estimator proposed by Powell (1984) may be achieved by formulating the estimator as a linear Mixed Integer Programming (MIP) problem with disjunctive constraints. We apply our approach to three previously studied...

A new tabu search algorithm is proposed for the maximum score estimator computation, where the focus is on large sample size and/or large number of parameters. The proposed algorithm shares the same solution representation with the Hyperplanes Intersection Simulated Annealing (HISA) previously...

The score function is associated with some optimality features in statistical inference. This review article looks on the central role of the score in testing and estimation. The maximization of the power in testing and the quest for efficiency in estimation lead to score as a guiding principle....