Asymptotic properties of Neyman-Pearson tests for infinite Kullback- Leibler information

DOI10.1214/aos/1176350050zbMath0632.62023OpenAlexW1986339301MaRDI QIDQ1095523

Arnold Janssen

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350050

zbMATH Keywords

Laplace transformexponential familiescritical valueKullback-Leibler informationNeyman-Pearson testlog-likelihood distributionrate of convergence of second kind error probabilities

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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