scientific article; zbMATH DE number 3784110

MaRDI QIDQ3962329zbMATH OpenFDO

Authors Wilbert C. M. Kallenberg

Publication date 1978

zbMATH Keywords

asymptotic optimalityBahadur deficiencyk-dimensional exponential familieslikelihood ratio testsshortcoming

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cited in

(9)

• The likelihood ratio test for the change point problem for exponentially distributed random variables
• Bahadur deficiency of likelihood ratio tests in exponential families
• On the power superiority of likelihood ratio tests for restricted alternatives
• Efficient and adaptive nonparametric test for the two-sample problem
• On consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises test
• Decision making on the sole basis of statistical likelihood
• Analytical Aspects of Exponential Families of Distribution Functions
• On an asymptotic relative efficiency concept based on expected volumes of confidence regions
• Duality for optimization problems with entropy-like objective functions

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