Conditional likelihood and power: higher-order asymptotics

DOI10.1098/RSPA.1992.0117MaRDI QIDQ4033187zbMATH OpenOpenAlexFDO

Authors Rahul Mukerjee

Publication date 16 May 1993

Published in Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rspa.1992.0117

zbMATH Keywords

conditional testscontiguous alternativeslikelihood ratio testnuisance parameteroptimality propertiesorthogonal parametrizationpower functionsRao's testsecond-order local maximinitythird- order average powerWald's tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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(26)

• Efficient likelihood ratio tests under \(P\)-ancillarity and \(P\)-sufficiency
• Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests
• An extension of the conditional likelihood ratio test to the general multiparameter case
• Comparison of LR, score, and Wald tests in a non-iid setting
• Higher order asymptotic optimality in testing problems with nuisance parameters. I.
• Conditional score tests in the exponential family.
• Global and conditional tests
• Comparison of Bartlett-type adjustments for the efficient score statistic
• Likelihood-based inference for power distributions
• Asymptotically optimal tests for conditional distributions
• Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood
• Maximal invariant likelihood based testing of semi-linear models
• Probability matching property of adjusted likelihoods
• Conditional properties of likelihood-based significance tests
• Ill-conditioned design and unidentifiability
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• The asymptotic efficiency of conditional likelihood methods
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• Higher-order asymptotics and the likelihood principle: One-parameter models
• Second-order powers of a class of tests in the presence of a nuisance parameter
• Third-order local power properties of tests for a composite hypothesis. II
• Discrete power distributions and inference using likelihood
• Distribution of likelihood-based p-values under a local alternative hypothesis
• Bayesian and frequentist confidence intervals via adjusted likelihoods under prior specification on the interest parameter
• Test statistics arising from quasi likelihood: Bartlett adjustment and higher-order power

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