On the theory of \(C_{\alpha}\)-tests
type: Item
instance of: scholarly article
title: On the theory of \(C_{\alpha}\)-tests
zbMATH Open document ID: 0667.62014
DOI: 10.1016/0167-7152(89)90098-9
author: Agnes Berger
author: Sylvan Wallenstein
published in: Statistics \& Probability Letters
publication date: 1989-01-01T00:00:00Z
review text: While in principle, score tests and \(C_{\alpha}\)-tests provide asymptotically optimal tests for composite hypotheses, in practice, these techniques often lead to intractable calculations. The tests proposed here are asymptotically equivalent to \(C_{\alpha}\)-tests, and require only routinely available software, thus greatly enlarging the practical reach of asymptotic theory.
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 4092558
zbMATH Keywords: local asymptotic equivalence
zbMATH Keywords: C(alpha) tests
zbMATH Keywords: score statistics
zbMATH Keywords: least squares regression
MaRDI profile type: Publication
full work available at URL: 0167-7152(89)90098-9
OpenAlex ID: W1549010135
cites work: Q3033175
cites work: Q4101268
cites work: Q5842591
cites work: Q3214125
cites work: Q3288487
description: scientific article; zbMATH DE number 4092558