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Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests - MaRDI portal

Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests (Q1186632)

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scientific article; zbMATH DE number 36869
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English
Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests
scientific article; zbMATH DE number 36869

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    Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests (English)
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    28 June 1992
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    power expansion
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    multiparameter tests
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    optimality of Rao's test
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    likelihood ratio test
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    Wald's test
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    review
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    power comparison
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    second order efficiency
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    multiparameter setting
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