Generalised score and Wald tests

Rippon, Paul; Rayner, John

Generalised score and Wald tests

journal contribution

posted on 2024-11-15, 10:42 authored by Paul Rippon, John RaynerJohn Rayner

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.

History

Citation

Rippon, P. & Rayner, J. (2010). Generalised score and Wald tests. Advances in Decision Sciences, 2010 1-8.

Journal title

Advances in Decision Sciences

Volume

2010

Pagination

1-8

Publisher website/DOI

https://doi.org/10.1155/2010/292013

Language

English

RIS ID

43371

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Keywords

engineering

Generalised score and Wald tests

History

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