HIGHER-ORDER ASYMPTOTICS FOR THE LIKELIHOOD RATIO, RAOS AND WALDS TESTS

被引：12

作者：

GHOSH, JK ^{[1
]}

机构：

[1] INDIAN STAT INST,CALCUTTA 700035,W BENGAL,INDIA

来源：

STATISTICS & PROBABILITY LETTERS | 1991年 / 12卷 / 06期

关键词：

POWER EXPANSION; MULTIPARAMETER TESTS; OPTIMALITY OF RAOS TEST;

D O I：

10.1016/0167-7152(91)90005-C

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We review some recent results on power comparison of these three tests and prove a new result on their second order efficiency (i.e. up to o(n-1/2)) in the multiparameter setting.

引用

页码：505 / 509

页数：5

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