Asymptotically uniformly most powerful tests in parametric and semiparametric models

DOI10.1214/aos/1032894469zbMath0860.62020OpenAlexW2060277929MaRDI QIDQ1816577

Sungsub Choi, W. J. Hall, Anton Schick

Publication date: 16 April 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032894469

zbMATH Keywords

semiparametric model local asymptotic normality local alternatives adaptation likelihood ratio tests efficient tests linear regression model invariant tests unbiased tests asymptotic invariance principle asymptotically uniformly most accurate confidence sets asymptotically uniformly most powerful tests effective scores moving alternative multidimensional hypotheses Neyman-Rao tests proportional hazards regression model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Foundations and philosophical topics in statistics (62A01) Asymptotic properties of parametric tests (62F05)

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Cites Work