Generalised score and Wald tests.

Rippon, Paul; Rayner, J.C.W.

Displaying similar documents to “Generalised score and Wald tests.”

On testing variance components in unbalanced mixed linear model

Lýdia Širková, Viktor Witkovský (2001)

Applications of Mathematics

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The paper presents some approximate and exact tests for testing variance components in general unbalanced mixed linear model. It extends the results presented by Seifert (1992) with emphasis on the computational aspects of the problem.

On Seifert's ANOVA-like test for variance components

Viktor Witkovský (2000)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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Goodness-of-fit tests based on sample space partitions: A unifying overview.

Thas, O., Ottoy, J. P. (2002)

Journal of Applied Mathematics and Decision Sciences

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A robust test for variance

W. Zieliński (1991)

Applicationes Mathematicae

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One sample tests for the location of modes of nonnormal data.

Carolan, Anthony M., Rayner, J.C.W. (2001)

Journal of Applied Mathematics and Decision Sciences

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The behavior of locally most powerful tests

Marek Omelka (2005)

Kybernetika

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The locally most powerful (LMP) tests of the hypothesis $H : θ = θ_{0}$ against one-sided as well as two-sided alternatives are compared with several competitive tests, as the likelihood ratio tests, the Wald-type tests and the Rao score tests, for several distribution shapes and for location, shape and vector parameters. A simulation study confirms the importance of the condition of local unbiasedness of the test, and shows that the LMP test can sometimes dominate the other tests only in a very restricted...