On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics

DOI10.1016/0047-259X(88)90048-6zbMath0655.62018MaRDI QIDQ1109448

S. H. Smith

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

likelihood ratioEdgeworth expansionRao's statisticWald's statisticlocal unbiasednesslocal powersEfron's curvaturebias-adjusted maximum likelihood estimatortwo-sided testing problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items (3)

Monte carlo comparison of wald's, likelihood ratio and rao's tests ⋮ Second-Order Power Comparison of Tests ⋮ Bartlett-type modification for Rao's efficient score statistic

Cites Work

• Asymptotic expansions of the distributions of some test statistics
• A second-order investigation of asymptotic ancillarity
• On the validity of the formal Edgeworth expansion
• The local power of the efficient scores test statistic
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Likelihood ratio and associated test criteria
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