Asymptotic Efficiency of Multivariate Normal Score Test

• 1 December 1967
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 38  (6) , 1753-1758
• https://doi.org/10.1214/aoms/1177698609

Abstract

Keywords

• ASYMPTOTIC EFFICIENCY
• NORMAL SCORE TEST
• EFFICIENCY OF MULTIVARIATE
• MULTIVARIATE NORMAL SCORE