An Automatic Formula for the Second-Order Approximation of the Distributions of Test Statistics under Contiguous Alternatives (Q4024541)
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scientific article; zbMATH DE number 110445
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| English | An Automatic Formula for the Second-Order Approximation of the Distributions of Test Statistics under Contiguous Alternatives |
scientific article; zbMATH DE number 110445 |
Statements
An Automatic Formula for the Second-Order Approximation of the Distributions of Test Statistics under Contiguous Alternatives (English)
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4 February 1993
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contiguous alternatives
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second-order Edgeworth approximation
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automatic formula
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second-order asymptotic distribution
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second-order local power comparisons
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second-order asymptotically unbiased
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non-identically distributed
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higher order asymptotic theory
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Gaussian ARMA process
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absolutely continuous
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higher order generalization
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LeCam's third lemma
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second-order asymptotically unbiased tests
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local power
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nonlinear regression processes
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0.7923768162727356
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0.7687147855758667
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0.7687140703201294
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0.7628299593925476
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