Third order efficient tests in exponential lattice models

DOI10.1016/0047-259X(86)90065-5MaRDI QIDQ1086948zbMATH OpenFDO

Authors Christian Hipp

Publication date 1986

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(86)90065-5

zbMATH Keywords

asymptotically similar testscontiguous alternativesfull rank multivariate exponential families of lattice distributionsnuisance parameterthird order efficient testsuniformly most powerful unbiased tests

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Review text

In his previous paper ibid. 13, 67-108 (1983; Zbl 0509.62019), the author shows that UMPU one-sided tests for full rank multivariate exponential families of lattice distributions are not uniformly efficient of order \(o(n^{-1})\) in the class of all tests that are asymptotically similar of this order. Here better asymptotically similar tests are proposed which maximize the power in this class for one specified value of the nuisance parameter.

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Cites work

• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• Third order efficiency of conditional tests for exponential families
• Third-order efficiency of conditional tests in exponential models: The lattice case

Cited in

(1)

• scientific article; zbMATH DE number 3965173 (Why is no real title available?)

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