Third-order asymptotic properties of a class of test statistics under a local alternative
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Publication:805099
local alternativeslikelihood ratio testmultivariate analysistime series analysisnonlinear regression modelsimple hypothesisBartlett's adjustmentdependent caseGaussian ARMA processhigher-order asymptotics of testsmodified Wald testnonidentically distributed caseRao teststhird-order asymptotic expansionthird-order asymptotically most powerful properties
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Cites work
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- scientific article; zbMATH DE number 4011675 (Why is no real title available?)
- Asymptotic expansions of the distributions of some test statistics
- Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes
- Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
- Differential-geometrical methods in statistics
- Geometrical theory of higher-order asymptotics of test, interval estimator and conditional inference
- Non-linear regression for multiple time-series
- Non-linear time series regression
- The local power of the efficient scores test statistic
- Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
- Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes
Cited in
(26)- Some corrections of the score test statistic for Gaussian ARMA models
- Second-order power comparison of tests
- scientific article; zbMATH DE number 7387513 (Why is no real title available?)
- Third-order local power properties of tests for a composite hypothesis. II
- Comparison of Bartlett-type adjusted tests in the multiparameter case
- Improved chi-squared tests for a composite hypothesis
- About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models
- scientific article; zbMATH DE number 4143230 (Why is no real title available?)
- Bartlett-type adjustments for empirical discrepancy test statistics
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
- Asymptotic expansions of the distributions of some test statistics in generalized linear models
- Comparison of Bartlett-type adjustments for the efficient score statistic
- Second-order powers of a class of tests in the presence of a nuisance parameter
- Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models
- scientific article; zbMATH DE number 7829050 (Why is no real title available?)
- A formula to improve score test statistics
- On improving the robustness and reliability of Rao's score test
- Bartlett-corrected tests for heteroskedastic linear models
- Generalized Cordeiro-Ferrari Bartlett-type adjustment
- Bayesian model selection using test statistics
- Test statistics arising from quasi likelihood: Bartlett adjustment and higher-order power
- Comparison of test statistics via expected lengths of associated confidence intervals
- On confidence intervals associated with quasi-likelihood
- Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood
- An Automatic Formula for the Second-Order Approximation of the Distributions of Test Statistics under Contiguous Alternatives
- Higher-order asymptotic refinements for score tests in proper dispersion models
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