Neyman's C() test as a GLRT

DOI10.1016/0167-7152(92)90123-MzbMATH Open0752.62019OpenAlexW2078913822MaRDI QIDQ1200744FDOQ1200744

Authors: Lionel Weiss 

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90123-m

zbMATH Keywords

asymptotic equivalencegeneralized likelihood ratio testone-sided hypothesesNeyman's \(C\)(alpha) test

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

Cites Work

• Title not available (Why is that?)
• Asymptotically minimax tests of some nonstandard composite hypotheses
• Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, II
• Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases
• An asymptotic derivation of Neyman's \(C(\alpha)\) test
• Asymptotically minimax tests of composite hypotheses

Cited In (3)

• Normal, gamma and inverse-Gaussian are the only NEFs where the bilateral UMPU and GLR tests coincide
• On the corrections to the likelihood ratio statistics
• An asymptotic derivation of Neyman's \(C(\alpha)\) test

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