Comparison between the locally most powerful unbiased and Rao's tests

DOI10.1016/0047-259X(87)90078-9MaRDI QIDQ1089696zbMATH OpenFDO

Authors Rahul Mukerjee, Tapas K. Chandra

Publication date 1987

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

Full work available at URL https://doi.org/10.1016/0047-259X(87)90078-9

zbMATH Keywords

asymptotic comparisoncontiguous alternativesdeficiencyEfron's curvaturelocally most powerful unbiased (LMPU) testlocally unbiased version of Rao's testRao's testtesting a simple hypothesis

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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Cites work

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• Defining the curvature of a statistical problem (with applications to second order efficiency)
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• scientific article; zbMATH DE number 3789657 (Why is no real title available?)
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• Linear Statistical Inference and its Applications
• On the validity of the formal Edgeworth expansion

Cited in

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• Local admissibility and local unbiasedness in hypothesis testing problems
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• Second-order power comparison of tests
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• ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION
• The behavior of locally most powerful tests.
• Comparison of tests in the multiparameter case. I. Second-order power

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