Regarding the asymptotically valid Wald and (Z)-tests for the value of (sigma^{2}) in the case of nonnormally
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Regarding the asymptotically valid Wald and \(Z\)-tests for the value of \(\sigma^{2}\) in the case of nonnormally distributed populations and the GLM as discussed at the end of Section 10.6, justify their asymptotic size and consistency.
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Mathematical Statistics For Economics And Business
ISBN: 9781461450221
2nd Edition
Authors: Ron C.Mittelhammer
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