Conditional likelihood and power: higher-order asymptotics

DOI10.1098/rspa.1992.0117zbMath0783.62017OpenAlexW1976019696MaRDI 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 testnuisance parametercontiguous alternativesconditional testspower functionsoptimality propertiesRao's testWald's testsorthogonal parametrizationsecond-order local maximinitythird- order average power

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (9)

An extension of the conditional likelihood ratio test to the general multiparameter case ⋮ Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood ⋮ Comparison of Bartlett-type adjustments for the efficient score statistic ⋮ Maximal invariant likelihood based testing of semi-linear models ⋮ Third-order local power properties of tests for a composite hypothesis. II ⋮ Bayesian and frequentist confidence intervals via adjusted likelihoods under prior specification on the interest parameter ⋮ Probability matching property of adjusted likelihoods ⋮ Test statistics arising from quasi likelihood: Bartlett adjustment and higher-order power ⋮ Conditional score tests in the exponential family.

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