Third-order asymptotic distributions of classic test statistics for one-parameter exponential family models

被引：0
|
作者：
Cordeiro, GM
Ferrari, SLP
机构：
[1] Univ Fed Rural Pernambuco, Dept Fis & Metamat, BR-50171900 Recife, PE, Brazil
[2] Univ Sao Paulo, Dept Estat, Sao Paulo, Brazil
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2005年 / 34卷 / 05期
基金：
巴西圣保罗研究基金会;
关键词：
exponential family; higher-order asymptotics; likelihood ratio statistic; modifed Wald statistic; non central chi-squared distribution; power; Rao score statistic; Wald statistic;
D O I：
10.1081/STA-200056841
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this article we derive third-order asymptotic expansions for the non null distribution functions of four classic statistics under a sequence of local alternatives in one-parameter exponential family models. Our results are quite general and cover a wide range of important distributions.
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页码：1041 / 1055
页数：15
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