Generalised score and Wald tests

Authors

Paul Rippon, University of Newcastle
J. C. W Rayner, University of NewcastleFollow

RIS ID

43371

Publication Details

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

Abstract

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.