Third-order asymptotic properties of a class of test statistics under a local alternative (Q805099): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential-geometrical methods in statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3703096 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3761484 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-linear time series regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: The local power of the efficient scores test statistic / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions of the distributions of some test statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geometrical theory of higher-order asymptotics of test, interval estimator and conditional inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-linear regression for multiple time-series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 17:26, 21 June 2024

scientific article
Language Label Description Also known as
English
Third-order asymptotic properties of a class of test statistics under a local alternative
scientific article

    Statements

    Third-order asymptotic properties of a class of test statistics under a local alternative (English)
    0 references
    0 references
    1991
    0 references
    higher-order asymptotics of tests
    0 references
    modified Wald test
    0 references
    likelihood ratio test
    0 references
    simple hypothesis
    0 references
    Rao tests
    0 references
    third-order asymptotic expansion
    0 references
    local alternatives
    0 references
    Bartlett's adjustment
    0 references
    third-order asymptotically most powerful properties
    0 references
    multivariate analysis
    0 references
    time series analysis
    0 references
    Gaussian ARMA process
    0 references
    dependent case
    0 references
    nonlinear regression model
    0 references
    nonidentically distributed case
    0 references

    Identifiers