Some approximations to power functions of \(\phi\)-divergence tests in parametric models

DOI10.1007/BF02595696zbMath1014.62016MaRDI QIDQ1872834

Domingo Morales, Leandro Pardo

Publication date: 18 May 2003

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595696

zbMATH Keywords

power; asymptotic distributions; testing statistical hypotheses; Pitman type alternatives; phi-divergences

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

62E17: Approximations to statistical distributions (nonasymptotic)

62B10: Statistical aspects of information-theoretic topics

62F05: Asymptotic properties of parametric tests

Related Items

Parametric estimation and tests through divergences and the duality technique, Testing with exponentially tilted empirical likelihood, On empirical likelihood for semiparametric two-sample density ratio models, Test of homogeneity in semiparametric two-sample density ratio models

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