Third-order asymptotic properties of a class of test statistics under a local alternative (Q805099)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Third-order asymptotic properties of a class of test statistics under a local alternative |
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Third-order asymptotic properties of a class of test statistics under a local alternative (English)
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1991
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higher-order asymptotics of tests
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modified Wald test
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likelihood ratio test
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simple hypothesis
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Rao tests
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third-order asymptotic expansion
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local alternatives
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Bartlett's adjustment
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third-order asymptotically most powerful properties
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multivariate analysis
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time series analysis
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Gaussian ARMA process
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dependent case
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nonlinear regression model
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nonidentically distributed case
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