Testing
Published in Wiley series in probability and statistics • Sep 28, 2018
NobleIDNI2P74W58R99S78
Authors:
Uwe Hassler
Abstract
Tests can be performed employing the limiting normality of the estimators. The power gains are available when constructing efficient tests, for example from the Lagrange multiplier (LM) principle. This chapter reviews the procedures that are related to the so-called rescaled range or variance. It al...
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