Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests
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Publication:1186632
DOI10.1016/0167-7152(91)90005-CzbMath0742.62023OpenAlexW1981070417MaRDI QIDQ1186632
Publication date: 28 June 1992
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(91)90005-c
likelihood ratio testreviewWald's testpower comparisonsecond order efficiencypower expansionmultiparameter settingmultiparameter testsoptimality of Rao's test
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Cites Work
- A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
- Comparison of tests in the multiparameter case. I. Second-order power
- Comparison of tests in the multiparameter case. II. A third-order optimality property of Rao's test
- On the validity of the formal Edgeworth expansion
- New Methods in Mathematical Programming—Methods of Solution of Linear Programs Under Uncertainty
- Likelihood ratio and associated test criteria
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