Non-Local Asymptotic Optimality of Appropriate Likelihood Ratio Tests

DOI10.1214/aoms/1177693236zbMath0247.62008OpenAlexW2072721481MaRDI QIDQ5660370

Lawrence D. Brown

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693236

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03)

Related Items (17)

Unnamed Item ⋮ A note on the geometry of kullback-leibler information numbers ⋮ HODGES-LEHMANN EFFICACIES FOR LIKELIHOOD RATIO TYPE TESTS IN CURVED BIVARIATE NORMAL FAMILIES ⋮ Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process ⋮ Inequalities for noncentral chi-square distributions ⋮ Bayesian efficiency ⋮ The likelihood ratio under noncontiguous alternatives ⋮ Hodges-Lehmann optimality of tests ⋮ On asymptotically optimal tests ⋮ Bahadur efficiency and probabilities of large deviations ⋮ A modified maximum likelihood test ⋮ On an asymptotic relative efficiency concept based on expected volumes of confidence regions ⋮ Unnamed Item ⋮ Adaptive tests in statistical problems with finite nuisance parameter ⋮ Asymptotically similar criteria ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3946964 Vitesses maximales de d�croissance des erreurs et tests optimaux associ�s] ⋮ Partially-adaptive robust estimators of location via exponential embedding

This page was built for publication: Non-Local Asymptotic Optimality of Appropriate Likelihood Ratio Tests