Radhakrishna Rao, C. ; Mukerjee, Rahul (1997) Comparison of LR, Score, and Wald Tests in a Non-IID Setting Journal of Multivariate Analysis, 60 (1). pp. 99-110. ISSN 0047-259X
Full text not available from this repository.
Official URL: http://linkinghub.elsevier.com/retrieve/pii/S00472...
Related URL: http://dx.doi.org/10.1006/jmva.1996.1645
Abstract
Considering a large class of tests, we study higher order power in a possibly non-iid set-up. Optimum properties for the likelihood ratio and score tests are exhibited under the criteria of second-order local maximinity and third-order local average power, respectively. The issue of stringency with regard to third-order average power has been addressed. We also compare the power properties of various Bartlett-type adjustments for the tests.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Average Power; Bartlett-type Adjustment; Contiguous Alternatives; Likelihood Ratio Test; Local Maximinity; Rao's Score Test; Stringency; Wald's Test |
| ID Code: | 42464 |
| Deposited On: | 02 Jun 2011 14:35 |
| Last Modified: | 02 Jun 2011 14:35 |
Repository Staff Only: item control page
