Mukerjee, Rahul ; Reid, Nancy (2001) Comparison of test statistics via expected lengths of associated confidence intervals Journal of Statistical Planning and Inference, 97 (1). pp. 141-151. ISSN 0378-3758
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S03783...
Related URL: http://dx.doi.org/10.1016/S0378-3758(00)00350-5
Abstract
With reference to a large class of test statistics, higher-order asymptotics on expected lengths of associated confidence intervals are investigated in a possibly non-iid setting. The connection with Bartlett adjustability is also indicated.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Bartlett Adjustability; Likelihood Ratio Statistic; Rao's Score Statistic; Wald's Statistic |
| ID Code: | 20339 |
| Deposited On: | 20 Nov 2010 14:39 |
| Last Modified: | 20 Nov 2010 14:39 |
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