Conditional likelihood and power: higher-order asymptotics

DOI10.1098/rspa.1992.0117zbMath0783.62017MaRDI QIDQ4033187

Rahul Mukerjee

Publication date: 16 May 1993

Published in: Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.1992.0117

zbMATH Keywords

likelihood ratio test; nuisance parameter; contiguous alternatives; conditional tests; power functions; optimality properties; Rao's test; Wald's tests; orthogonal parametrization; second-order local maximinity; third- order average power

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62F05: Asymptotic properties of parametric tests

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