On the theory of \(C_{\alpha}\)-tests (Q1117620)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the theory of \(C_{\alpha}\)-tests |
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On the theory of \(C_{\alpha}\)-tests (English)
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1989
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While in principle, score tests and \(C_{\alpha}\)-tests provide asymptotically optimal tests for composite hypotheses, in practice, these techniques often lead to intractable calculations. The tests proposed here are asymptotically equivalent to \(C_{\alpha}\)-tests, and require only routinely available software, thus greatly enlarging the practical reach of asymptotic theory.
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local asymptotic equivalence
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C(alpha) tests
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score statistics
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least squares regression
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