Asymptotically uniformly most powerful tests for independent or Markovian observations

DOI10.1080/02331888608801908MaRDI QIDQ3753261zbMATH OpenOpenAlexFDO

Authors 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)

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(7)

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