A note on the local power of the LR, Wald, score and gradient tests

DOI10.1214/12-EJS678zbMath1336.62061WikidataQ57496489 ScholiaQ57496489MaRDI QIDQ1950822

Silvia L. P. Ferrari, Artur J. Lemonte

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1332162335

zbMATH Keywords

likelihood ratio testasymptotic expansionsscore testWald testlocal powergradient test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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