Asymptotic relative efficiency of tests at the boundary of regular statistical models

DOI10.1016/j.jspi.2003.09.006zbMath1076.62021OpenAlexW2079714187MaRDI QIDQ1888306

Arnold Janssen

Publication date: 23 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.006

zbMATH Keywords

Weibull distributionAsymptotic relative efficiencyLocal asymptotic normalityAlmost regular modelInfinite Fisher informationnormal tangent master modelWilcoxon and Savage test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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Cites Work

• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Non-standard rank tests
• Asymptotic minimax results for stochastic process families with critical points
• Asymptotic inference for a linear stochastic differential equation with time delay
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