Comparison of tests in the multiparameter case. II. A third-order optimality property of Rao's test

DOI10.1016/0047-259X(90)90004-2zbMath0703.62029MaRDI QIDQ916248

Rahul Mukerjee

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

likelihood ratiocharacteristic functioncontiguous alternativesmultiparameter caselocal unbiasednesscomparison of testsaverage third-order poweroptimality property of Rao'sWald's tests

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

Related Items (11)

Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers ⋮ Asymptotic results on a general class of empirical statistics: Power and confidence interval properties ⋮ Improved score tests for one-parameter exponential family models ⋮ Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica ⋮ Third-order local power properties of tests for a composite hypothesis. II ⋮ Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests ⋮ A review of optimality of multivariate tests ⋮ Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter ⋮ Second-Order Power Comparison of Tests ⋮ Rao's statistic for homogeneity of multiple parameter ⋮ Bartlett-type modification for Rao's efficient score statistic

Cites Work

• Defining the curvature of a statistical problem (with applications to second order efficiency)
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