Second-order power comparison of tests

DOI10.1080/03610920902833503MaRDI QIDQ3585247zbMATH OpenOpenAlexFDO

Authors Yoshihide Kakizawa

Publication date 19 August 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920902833503

zbMATH Keywords

Edgeworth expansionlocal alternativelocal power of test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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Cites work

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• Bartlett-type modification for Rao's efficient score statistic
• Comparison between the locally most powerful unbiased and Rao's tests
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• Comparison of tests in the multiparameter case. II. A third-order optimality property of Rao's test
• Higher order asymptotic theory for time series analysis
• Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests
• Higher order asymptotics.
• scientific article; zbMATH DE number 45789 (Why is no real title available?)
• scientific article; zbMATH DE number 3482629 (Why is no real title available?)
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• Third-order asymptotic properties of a class of test statistics under a local alternative

Cited in

(8)

• Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers
• Second-order power comparisons for a class of nonparametric likelihood-based tests
• 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 3860179 (Why is no real title available?)
• Second-order powers of a class of tests in the presence of a nuisance parameter
• Cryptographic Hardware and Embedded Systems - CHES 2004
• Comparison of tests in the multiparameter case. I. Second-order power
• Comparison of Bartlett-type adjusted tests in the multiparameter case

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