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An Automatic Formula for the Second-Order Approximation of the Distributions of Test Statistics under Contiguous Alternatives (Q4024541)

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scientific article
Language Label Description Also known as
English
An Automatic Formula for the Second-Order Approximation of the Distributions of Test Statistics under Contiguous Alternatives
scientific article

    Statements

    title
    An Automatic Formula for the Second-Order Approximation of the Distributions of Test Statistics under Contiguous Alternatives (English)
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    author
    Masanobu Taniguchi
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    publication date
    4 February 1993
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    zbMATH Keywords
    contiguous alternatives
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    second-order Edgeworth approximation
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    automatic formula
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    second-order asymptotic distribution
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    second-order local power comparisons
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    second-order asymptotically unbiased
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    non-identically distributed
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    higher order asymptotic theory
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    Gaussian ARMA process
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    absolutely continuous
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    higher order generalization
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    LeCam's third lemma
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    second-order asymptotically unbiased tests
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    local power
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    nonlinear regression processes
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    Identifiers

    DOI
    10.2307/1403651
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    Mathematics Subject Classification ID
    62F05
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    62E20
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    62M10
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    zbMATH DE Number
    110445
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    OpenAlex ID
    W2331034850
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