On asymptotically optimal tests

DOI10.1016/0378-3758(88)90118-8zbMath0688.62020OpenAlexW2028592521MaRDI QIDQ5906255

Kurt Hornik

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0378-3758(88)90118-8

zbMATH Keywords

upper boundsMarkov processesinfinitesimal generatorasymptotic optimalityexponential rate of convergenceasymptotic lower boundsexact Bahadur slopesequences of testsdiscrete selectiondiscretized likelihood-ratio statisticserror probabilties of first and second kindexact slope optimalexponential rate optimalmeasure of asymptotic performancesequence of test functionsupper bound conditions

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

Related Items (2)

Estimating negative variance components from Gaussian and non-Gaussian data: a mixed models approach ⋮ Asymptotically optimal tests of hypotheses on the generator of a finite Markov process

Cites Work

• Statistical Methods in Markov Chains
• The Lindeberg-Levy Theorem for Martingales
• Asymptotically Optimal Tests for Multinomial Distributions
• Rates of Convergence of Estimates and Test Statistics
• Non-Local Asymptotic Optimality of Appropriate Likelihood Ratio Tests
• On Convergence of Stochastic Processes
• Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process
• On asymptotically optimal tests
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