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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