Asymptotically uniformly most powerful tests for independent or Markovian observations

DOI10.1080/02331888608801908zbMATH Open0612.62025OpenAlexW1973921826MaRDI QIDQ3753261FDOQ3753261

Xavier Milhaud

Publication date: 1986

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801908

zbMATH Keywords

log-likelihood functionasymptotically uniformly most powerfulpositive Harris recurrent Markov chainsasymptotically differentiableasymptotically unbiased testsmean square derivative

Mathematics Subject Classification ID

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

Cited In (6)

• Asymptotic distribution of the most powerful invariant test for invariant families
• Title not available (Why is that?)
• Approximate Asymptotic Distribution of Locally Most Powerful Invariant Test for Independence: Complex Case
• Title not available (Why is that?)
• On Second-Order Efficiency of an Asymptotically Efficient Test Based on Markov Observations
• Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model

   Recommendations

• Asymptotically uniformly most powerful tests in parametric and semiparametric models 👍 👎
• Title not available (Why is that?) 👍 👎
• Power and Defect Functions of Asymptotically Efficient Tests in the Case of Markov Observed Values 👍 👎
• Title not available (Why is that?) 👍 👎
• Uniformly most powerful tests for two-sided hypotheses 👍 👎
• Towards an uniformly most powerful binomial test 👍 👎
• Approximate Asymptotic Distribution of Locally Most Powerful Invariant Test for Independence: Complex Case 👍 👎

This page was built for publication: Asymptotically uniformly most powerful tests for independent or Markovian observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3753261)