1 citations · 1 across the 5 of their papers we have counts for
Showing math.STShow all
3 papers · 1 filter
math.ST2023★ 3 cited
Robust and efficient Breusch-Pagan test-statistic: an application of the beta-score Lagrange multipliers test for non-identically distributed individuals
Nirian Martin
In Econometrics, the Breusch-Pagan test-statistic has become an iconic application of the Lagrange multipliers (LM) test. We shall introduce beta-score LM tests for heteroscedastic…
math.ST2021
Empirical phi-divergence test statistics in the logistic regression model
A. Felipe, P. Garcia-Segador, N. Martin +2
In this paper we apply divergence measures to empirical likelihood applied to logistic regression models. We define a family of empirical test statistics based on divergence measur…
math.ST2014
Empirical phi-divergence test statistics for testing simple and composite null hypotheses
Narayanaswamy Balakrishnan, Nirian Martín, Leandro Pardo
The main purpose of this paper is to introduce first a new family of empirical test statistics for testing a simple null hypothesis when the vector of parameters of interest are de…