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Likelihood Ratio Specification Tests

Econometrica, 1997
Summary: Misspecification tests for parametric models, \(f(y,\theta)\), that examine data for failure of moment conditions implied by the maintained parametric distribution are interpreted as score tests of \(H_0:\lambda=0\) in the context of a parametric family of distributions \(r(y;\theta,\lambda)\).
Chesher, AD, Smith, RJ
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Likelihood-ratio tests for normality

Computational Statistics & Data Analysis, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jin Zhang, Yuehua Wu
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Likelihood Ratio Test

2020
In questo capitolo vengono proposti esercizi sulla teoria della verifica delle ipotesi (test d’ipotesi) a partire da un modello di campionamento casuale parametrico, in particolare: livello di un test d’ipotesi; errore di I tipo ed errore di II tipo; funzione potenza di un test d’ipotesi; costruzione di test d’ipotesi basati sulla statistica del ...
Francesca Gasperoni   +2 more
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The Likelihood Ratio and Diagnostic Tests

Annals of Internal Medicine, 1986
Excerpt To the editor: Those of us who use probabilistic reasoning in our approaches to patient care welcome the series of articles introduced by Dr. Sox in the January issue (1).
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Repeated likelihood ratio tests

Biometrika, 1979
SUMMARY We study the actual significance level which results from performing repeated likelihood ratio tests over time. We present a general method for estimating the actual significance level when sampling from an exponential family, and apply it to problems of testing hypotheses about means, variance, correlations and failure rates.
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