Bahadur deficiency of likelihood ratio tests in exponential families
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Publication:1162314
DOI10.1016/0047-259X(81)90093-2zbMath0481.62023OpenAlexW2086927667MaRDI QIDQ1162314
Publication date: 1981
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(81)90093-2
Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)
Related Items (8)
Unnamed Item ⋮ Second order asymptotic and non-asymptotic optimality properties of combined tests ⋮ Hodges-Lehmann optimality of tests ⋮ Limiting values of large deviation probabilities of quadratic statistics ⋮ Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes ⋮ Bahadur intercept with applications to one-sided testing ⋮ Vanishing shortcoming and asymptotic relative efficiency. ⋮ Stochastic bounds for attained levels
Cites Work
- Large deviations of likelihood ratio statistics with applications to sequential testing
- Exact slopes of certain multivariate tests of hypotheses
- Sequential Bahadur efficiency
- Optimale Tests und ungünstigste Verteilungen
- Some Inequalities for Sums of Multidimensional Random Variables
- Large Deviations Theory in Exponential Families
- Rates of Convergence of Estimates and Test Statistics
- Stochastic Comparison of Tests
- On a Theorem of Bahadur on the Rate of Convergence of Test Statistics
- Deficiency
- Consistency and Asymptotic Normality of MLE's for Exponential Models
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