Add to ORKGWe propose an information matrix test in which the covariance matrix of the vector of indicators is estimated using the parametric bootstrap. Monte Carlo results and heuristic arguments show that its small sample performance is comparable with that of the efficient score form.status: publishe
Recent results of Cribari-Neto and Zarkos (1999) show that bootstrap methods can be successfully use...
Covariance matrices of random vectors contain information that is crucial for modelling. Certain str...
The robustness and efficiency properties of likelihood ratio tests for functions of the population c...
We propose an information matrix test where the covariance matrix of the vector of indicators is est...
In this paper we provide considerable Monte Carlo evidence on the finite sample performance of sever...
Positive definiteness of income effect matrices provides a sufficient condition for the law of deman...
In this paper we proposed a new statistical test for testing the covariance matrix in one population...
The information matrix (IM) equality can be used to test for misspecification of a parametric model....
We develop a new form of the information matrix test for a wide variety of statistical models, and p...
We provide a new test for equality of covariance matrices that leads to a convenient mechanism for t...
We study the behaviour of the information matrix (IM) test when maximum likelihood estimators are re...
AbstractThe asymptotic distribution of some test criteria for a covariance matrix are derived under ...
International audienceRecent results of Cribari-Neto and Zarkos (1999) show that bootstrap methods c...
To test if an unknown matrix M0 has a given rank (null hypothesis noted H0), we consider a statistic...
For vector Itˆo semimartingale dynamics, we derive the asymptotic distributions of likelihoodratio-t...
Recent results of Cribari-Neto and Zarkos (1999) show that bootstrap methods can be successfully use...
Covariance matrices of random vectors contain information that is crucial for modelling. Certain str...
The robustness and efficiency properties of likelihood ratio tests for functions of the population c...
We propose an information matrix test where the covariance matrix of the vector of indicators is est...
In this paper we provide considerable Monte Carlo evidence on the finite sample performance of sever...
Positive definiteness of income effect matrices provides a sufficient condition for the law of deman...
In this paper we proposed a new statistical test for testing the covariance matrix in one population...
The information matrix (IM) equality can be used to test for misspecification of a parametric model....
We develop a new form of the information matrix test for a wide variety of statistical models, and p...
We provide a new test for equality of covariance matrices that leads to a convenient mechanism for t...
We study the behaviour of the information matrix (IM) test when maximum likelihood estimators are re...
AbstractThe asymptotic distribution of some test criteria for a covariance matrix are derived under ...
International audienceRecent results of Cribari-Neto and Zarkos (1999) show that bootstrap methods c...
To test if an unknown matrix M0 has a given rank (null hypothesis noted H0), we consider a statistic...
For vector Itˆo semimartingale dynamics, we derive the asymptotic distributions of likelihoodratio-t...
Recent results of Cribari-Neto and Zarkos (1999) show that bootstrap methods can be successfully use...
Covariance matrices of random vectors contain information that is crucial for modelling. Certain str...
The robustness and efficiency properties of likelihood ratio tests for functions of the population c...