Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests

Ghosh, J. K. (1991) Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests Statistics & Probability Letters, 12 (6). pp. 505-509. ISSN 0167-7152

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/016771...

Related URL: http://dx.doi.org/10.1016/0167-7152(91)90005-C

Abstract

We review some recent results on power comparison of these three tests; prove a new result on their second order efficiency (i.e. up to o(n-½)) in the multiparameter setting.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Power Expansion; Multiparameter Tests; Optimality of Rao's Test
ID Code:22519
Deposited On:24 Nov 2010 08:25
Last Modified:02 Jun 2011 07:08

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