Second-order power comparison of tests

DOI10.1080/03610920902833503zbMATH Open1318.62059OpenAlexW2117479158MaRDI QIDQ3585247FDOQ3585247

Authors: Yoshihide Kakizawa 

Publication date: 19 August 2010

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902833503

Recommendations

• Comparison of tests in the multiparameter case. I. Second-order power
• Second-order powers of a class of tests in the presence of a nuisance parameter
• Second-order power comparisons for a class of nonparametric likelihood-based tests
• scientific article; zbMATH DE number 706391
• Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests

zbMATH Keywords

Edgeworth expansionlocal alternativelocal power of test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cites Work

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• Comparison between the locally most powerful unbiased and Rao's tests
• An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parameters
• Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests

Cited In (8)

• Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers
• Comparison of tests in the multiparameter case. I. Second-order power
• Comparison of Bartlett-type adjusted tests in the multiparameter case
• Second-order powers of a class of tests in the presence of a nuisance parameter
• About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models
• Second-order power comparisons for a class of nonparametric likelihood-based tests
• Cryptographic Hardware and Embedded Systems - CHES 2004
• Title not available (Why is that?)

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