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Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models - MaRDI portal

Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models (Q4681064)

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scientific article; zbMATH DE number 2176016
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Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models
scientific article; zbMATH DE number 2176016

    Statements

    Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models (English)
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    14 June 2005
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    exponential family
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    higher-order asymptotics
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    likelihood ratio statistic
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    modified Wald statistic
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    non central chi-squared distribution
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    power
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    Rao score statistic
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    Wald statistic
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