On the theory of C[alpha]-tests

Agnes Berger and Sylvan Wallenstein

Statistics & Probability Letters, 1989, vol. 7, issue 5, 419-424

Abstract: While in principle, score tests and C[alpha]-tests provide asymptotically optimal tests for composite hypotheses, in practice, these techniques often lead to intractable calculations. The tests proposed here are asymptotically equivalent to C[alpha]-tests, and require only routinely available software, thus greatly enlarging the practical reach of asymptotic theory.

Keywords: C[alpha]-tests; score; statistic; least; squares; regression (search for similar items in EconPapers)
Date: 1989
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(89)90098-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:7:y:1989:i:5:p:419-424

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().