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Asymptotic Variance of Test Statistics in the ML and QML Frameworks

Springer Science and Business Media LLC, Vol. 15, No. 1, Kasım 2020, ISSN: 1559-8608

BERA ANİL K., DOĞAN OSMAN, TAŞPINAR SÜLEYMAN

Osman Doğan Özgün Makale Variance Asymptotic variance MLE QMLE Inference Test statistics Skewness statistic Kurtosis statistic The Cox statistic The information matrix test Durbin's h-statistic

Asymptotic Variance of Test Statistics in the ML and QML Frameworks

Springer Science and Business Media LLC, Vol. 15, No. 1, Kasım 2020, s. 26, ISSN: 1559-8608

BERA ANİL K., DOĞAN OSMAN, TAŞPINAR SÜLEYMAN

Osman Doğan Özgün Makale Variance Asymptotic variance MLE QMLE Inference Test statistics Skewness statistic Kurtosis statistic The Cox statistic The information matrix test Durbin's h-statistic

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