An asymptotic derivation of Neyman's \(C(\alpha)\) test

DOI10.1016/0167-7152(88)90014-4zbMath0657.62025OpenAlexW1511329458MaRDI QIDQ1110943

Michael G. Akritas

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90014-4

zbMATH Keywords

exponential familyasymptotically optimal testslimiting Gaussian processconditional testC(alpha) testnuisance Eucledian parametersone- step estimation procedure

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric tests (62F05)

Related Items (3)

Neyman's \(C({\alpha{}})\) test as a GLRT ⋮ Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results ⋮ Neyman's C(\(\alpha\) ) test and Rao's efficient score test for composite hypotheses

Cites Work

• The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance
• On optimal asymptotic tests of composite hypotheses with several constraints
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