Bahadur deficiency of likelihood ratio tests in exponential families

DOI10.1016/0047-259X(81)90093-2zbMath0481.62023OpenAlexW2086927667MaRDI QIDQ1162314

Wilbert C. M. Kallenberg

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0047-259x(81)90093-2

zbMATH Keywords

Kullback-Leibler distance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)

Related Items (8)

Unnamed Item ⋮ Second order asymptotic and non-asymptotic optimality properties of combined tests ⋮ Hodges-Lehmann optimality of tests ⋮ Limiting values of large deviation probabilities of quadratic statistics ⋮ Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes ⋮ Bahadur intercept with applications to one-sided testing ⋮ Vanishing shortcoming and asymptotic relative efficiency. ⋮ Stochastic bounds for attained levels

Cites Work

• Large deviations of likelihood ratio statistics with applications to sequential testing
• Exact slopes of certain multivariate tests of hypotheses
• Sequential Bahadur efficiency
• Optimale Tests und ungünstigste Verteilungen
• Some Inequalities for Sums of Multidimensional Random Variables
• Large Deviations Theory in Exponential Families
• Rates of Convergence of Estimates and Test Statistics
• Stochastic Comparison of Tests
• On a Theorem of Bahadur on the Rate of Convergence of Test Statistics
• Deficiency
• Consistency and Asymptotic Normality of MLE's for Exponential Models
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