- Title
- Generalised score and Wald tests
- Creator
- Rippon, Paul; Rayner, J. C. W.
- Relation
- Advances in Decision Sciences Vol. 2010
- Publisher Link
- http://dx.doi.org/10.1155/2010/292013
- Publisher
- Hindawi Publishing
- Resource Type
- journal article
- Date
- 2010
- Description
- The generalised score and Wald tests are described and related to their nongeneralised versions. Two interesting applications are discussed. In the first a new test for the Behrens-Fisher problem is derived. The second is testing homogeneity of variances from multiple univariate normal populations.
- Subject
- Wald tests; Behrens-Fisher problem; generalised score; M-estimators
- Identifier
- http://hdl.handle.net/1959.13/931946
- Identifier
- uon:11212
- Identifier
- ISSN:2090-3359
- Language
- eng
- Full Text
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