scientific article; zbMATH DE number 2165866

MaRDI QIDQ4675762zbMATH OpenFDO

Authors Kenichiro Tamaki

Publication date 6 May 2005

zbMATH Keywords

ARMA processesGaussian processeslocal maximinitylocal powerlocal unbiasednessnuisance parameterssecond order

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Inference from stochastic processes (62M99)

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(4)

• A geometric look at nuisance parameter effect of local powers in testing hypothesis
• Higher order asymptotic optimality in testing problems with nuisance parameters. I.
• Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood
• Second-order powers of a class of tests in the presence of a nuisance parameter

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