An asymptotically complete class of tests

DOI10.1007/BF00635963zbMath0373.62014MaRDI QIDQ4151014

Johann Pfanzagl, Wolfgang Wefelmeyer

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Complete class results in statistical decision theory (62C07)

Related Items (7)

Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures ⋮ Third order efficiency of conditional tests for exponential families ⋮ The classical principles of testing using instrumental variables estimates ⋮ A third-order optimum property of the maximum likelihood estimator ⋮ On the numerical accuracy of approximations based on edgeworth expansions ⋮ Asymptotically similar criteria ⋮ Third-order efficiency of conditional tests in exponential models: The lattice case

Cites Work

• Defining the curvature of a statistical problem (with applications to second order efficiency)
• A third-order optimum property of the maximum likelihood estimator
• On the validity of the formal Edgeworth expansion
• Some Limit Theorems for Large Deviations
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