Asymptotically uniformly most powerful tests for independent or Markovian observations

DOI10.1080/02331888608801908zbMath0612.62025OpenAlexW1973921826MaRDI QIDQ3753261

Xavier Milhaud

Publication date: 1986

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801908

zbMATH Keywords

log-likelihood functionasymptotically uniformly most powerfulpositive Harris recurrent Markov chainsasymptotically differentiableasymptotically unbiased testsmean square derivative

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)