Efficient likelihood ratio tests under \(P\)-ancillarity and \(P\)-sufficiency

DOI10.1016/0167-7152(95)00175-1zbMath0862.62023OpenAlexW2004565588MaRDI QIDQ1126141

Nancy Reid, Yiliang Zhu

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

asymptotic efficiencylocal asymptotic normalitylikelihood ratio testssufficiencyancillaritylocally most powerful\(P\)-ancillary statisticsinfinitely many nuisance parameterslocal power boundmarginal \(P\)-sufficient statisticsmarginal likelihood ratio tests

Mathematics Subject Classification ID

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

Related Items (1)

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

Cites Work

• Information and asymptotic efficiency in parametric-nonparametric models
• Loss of information in the presence of nuisance parameters and partial sufficiency
• On the asymptotic efficiency of conditional tests for exponential families
• Asymptotics in statistics: some basic concepts
• Conditioning on ancillary statistics and loss of information in the presence of nuisance parameters
• Sufficient Statistics with Nuisance Parameters
• On information and ancillarity in the presence of a nuisance parameter
• Efficient conditional tests for mixture experiments with applications to the birth and branching processes
• Conditional likelihood and unconditional optimum estimating equations
• Information, ancillarity, and sufficiency in the presence of nuisance parameters
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