Asymptotic optimal inference for non-ergodic models

zbMath0519.62039MaRDI QIDQ1054413

Publication date: 1983

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

nuisance parameters local asymptotic normality Fisher information maximum likelihood contiguous alternatives conditional inference composite hypotheses log-likelihood ratio global asymptotic behaviour simple hypotheses non-ergodic models asymptotic optimal inference bibliographical notes extension of Bahadur efficiency LAN condition non-uniform local power criterion Pitman power criterion

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric inference (62G99)

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