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The pseudo-true score encompassing test for non-nested hypotheses

Author
CHEN, Yi-Ting1 ; KUAN, Chung-Ming2
[1] Institute for Social Sciences and Philosophy, Academia Sinica, Taipei 115, Taiwan, Province of China
[2] Institute of Economics, Academia Sinica, Taipei 115, Taiwan, Province of China
Source

Journal of econometrics. 2002, Vol 106, Num 2, pp 271-295 ; ref : 22 ref

CODEN
JECMB6
ISSN
0304-4076
Scientific domain
Control theory, operational research; Mathematics
Publisher
Elsevier, Amsterdam
Publication country
Netherlands
Document type
Article
Language
English
Keyword (fr)
Analyse multivariable Estimation moyenne Estimation non paramétrique Estimation statistique Fonction vraisemblance Implémentation Loi conditionnelle Maximum vraisemblance Test Wald Test hypothèse Test score Test statistique 62F03 62G10 62H15 Estimation paramétrique Quasi vraisemblance Test Cox Test conditionnel Test spécification
Keyword (en)
Multivariate analysis Mean estimation Non parametric estimation Statistical estimation Likelihood function Implementation Conditional distribution Maximum likelihood Wald test Hypothesis test Score test Statistical test Quasi likelihood Cox test Conditional test Specification test
Keyword (es)
Análisis multivariable Estimación promedio Estimación no paramétrica Estimación estadística Función verosimilitud Ejecución Ley condicional Maxima verosimilitud Test Wald Test hipótesis Test estadístico
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
13446428

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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