Regression type tests for parametric hypotheses based on optimally selected subsets of the order statistics
type: Item
instance of: scholarly article
title: Regression type tests for parametric hypotheses based on optimally selected subsets of the order statistics
zbMATH Open document ID: 0668.62015
DOI: 10.1007/BF00053068
author: S. H. Smith
published in: Annals of the Institute of Statistical Mathematics
publication date: 1988-01-01T00:00:00Z
review text: Through use of a regression framework, a general technique is developed for determining test procedures based on subsets of the order statistics for both simple and composite parametric null hypotheses. Under both the null hypothesis and sequences of local alternatives these procedures are asymptotically equivalent in distribution to the generalized likelihood ratio statistic based on the corresponding order statistics. A simple, approximate method for selecting quantiles for such tests, which endows the corresponding test statistics with optimal power properties, is also given.
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62J02
zbMATH DE Number: 4094577
zbMATH Keywords: order statistics
zbMATH Keywords: simple and composite parametric null hypotheses
zbMATH Keywords: sequences of local alternatives
zbMATH Keywords: asymptotically equivalent
zbMATH Keywords: generalized likelihood ratio statistic
zbMATH Keywords: quantiles
zbMATH Keywords: optimal power properties
MaRDI profile type: MaRDI publication profile
cites work: Q3217434
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full work available at URL: https://doi.org/10.1007/bf00053068
OpenAlex ID: W1995021593
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description: scientific article; zbMATH DE number 4094577