On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics

DOI10.1016/0047-259X(88)90048-6zbMath0655.62018MaRDI QIDQ1109448

S. H. Smith

Publication date: 1988

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

zbMATH Keywords

likelihood ratio; Edgeworth expansion; Rao's statistic; Wald's statistic; local unbiasedness; local powers; Efron's curvature; bias-adjusted maximum likelihood estimator; two-sided testing problem

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62F05: Asymptotic properties of parametric tests