Efficient likelihood ratio tests under P-ancillarity and P-sufficiency

DOI10.1016/0167-7152(95)00175-1MaRDI QIDQ1126141zbMATH OpenOpenAlexFDO

Authors Yiliang Zhu, N. Reid

Publication date 29 May 1997

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00175-1

zbMATH Keywords

\(P\)-ancillary statisticsancillarityasymptotic efficiencyinfinitely many nuisance parameterslikelihood ratio testslocal asymptotic normalitylocal power boundlocally most powerfulmarginal \(P\)-sufficient statisticsmarginal likelihood ratio testssufficiency

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Sufficient statistics and fields (62B05) Asymptotic properties of parametric tests (62F05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Asymptotics in statistics: some basic concepts
• Conditional likelihood and unconditional optimum estimating equations
• Conditioning on ancillary statistics and loss of information in the presence of nuisance parameters
• Efficient conditional tests for mixture experiments with applications to the birth and branching processes
• scientific article; zbMATH DE number 3903731 (Why is no real title available?)
• scientific article; zbMATH DE number 3658755 (Why is no real title available?)
• scientific article; zbMATH DE number 3325347 (Why is no real title available?)
• scientific article; zbMATH DE number 3416832 (Why is no real title available?)
• Information and asymptotic efficiency in parametric-nonparametric models
• Information, ancillarity, and sufficiency in the presence of nuisance parameters
• Loss of information in the presence of nuisance parameters and partial sufficiency
• On information and ancillarity in the presence of a nuisance parameter
• On the asymptotic efficiency of conditional tests for exponential families
• Sufficient Statistics with Nuisance Parameters

Cited in

(1)

• Information, ancillarity, and sufficiency in the presence of nuisance parameters

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