Efficient likelihood ratio tests under \(P\)-ancillarity and \(P\)-sufficiency
DOI10.1016/0167-7152(95)00175-1zbMath0862.62023OpenAlexW2004565588MaRDI QIDQ1126141
Publication date: 29 May 1997
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00175-1
asymptotic efficiencylocal asymptotic normalitylikelihood ratio testssufficiencyancillaritylocally most powerful\(P\)-ancillary statisticsinfinitely many nuisance parameterslocal power boundmarginal \(P\)-sufficient statisticsmarginal likelihood ratio tests
Asymptotic properties of nonparametric inference (62G20) Foundations and philosophical topics in statistics (62A01) Asymptotic properties of parametric tests (62F05) Sufficient statistics and fields (62B05)
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Cites Work
- Information and asymptotic efficiency in parametric-nonparametric models
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