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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    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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