Asymptotic power comparisons of tests of separate parametric families by Bahadur's approach

DOI10.1093/biomet/71.2.245zbMath0561.62020OpenAlexW2143240188MaRDI QIDQ5186551

M. Hashem Pesaran

Publication date: 1984

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/71.2.245

zbMATH Keywords

exponential distributionasymptotic relative efficiencylog normal distributionBahadur approximate slopeasymptotic power comparisonsseparate parametric families

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

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Combining monte carlo and cox tests of non-nested hypotheses ⋮ Statistical inference in non-nested econometric models ⋮ Chernoff index for Cox test of separate parametric families ⋮ A comparison of nonnested tests for misspecified models using the method of approximate slopes ⋮ COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY

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