A Note on Asymptotic Expansions of Logarithms of Likelihood Ratios of Least Favourable Distributions

DOI10.1080/02331888508801885zbMath0584.62073OpenAlexW1971804131MaRDI QIDQ3707134

Tadeusz Bednarski

Publication date: 1985

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888508801885

zbMATH Keywords

asymptotic expansionscontiguitycontaminationcapacitiesderivatives of log-likelihood ratioslogarithms of likelihood ratios

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric inference (62G99)

Cites Work

• Unnamed Item
• Binary experiments, minimax tests and 2-alternating capacities
• On local asymptotic minimaxity and admissibility in robust estimation
• Least favorable pairs for special capacities
• A robust asymptotic testing model
• Minimax tests and the Neyman-Pearson lemma for capacities
• On solutions of minimax test problems for special capacities
• On the asymptotic behavior of mixtures of poisson distributions

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