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On the boundedness and nonmonotonicity of generalized score statistics

Field, C A; Pang, Zhen; Welsh, Alan


We show in the context of the linear regression model fitted by Gaussian quasi-likelihood estimation that the generalized score statistics of Boos and Hu and Kalbfleisch for individual parameters can be bounded and nonmonotone in the parameter, making it

CollectionsANU Research Publications
Date published: 2012
Type: Journal article
Source: The American Statistician
DOI: 10.1080/00031305.2012.703888


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