Comparison of LR, score, and Wald tests in a non-iid setting

被引：20
|
作者：
Rao, CR [1 ]
Mukerjee, R [1 ]
机构：
[1] INDIAN INST MANAGEMENT,CALCUTTA 700027,W BENGAL,INDIA
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1997年 / 60卷 / 01期
关键词：
average power; Bartlett-type adjustment; contiguous alternatives; likelihood ratio test; local maximinity; Rao's score test; stringency; Wald's test;
D O I：
10.1006/jmva.1996.1645
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：
Considering a large class of tests, we study higher order power in a possibly non-iid set-up. Optimum properties for the likelihood ratio and score tests are exhibited under the criteria of second-order local maximinity and third-order local average power, respectively. The issue of stringency with regard to third-order average power has been addressed. We also compare the power properties of various Bartlett-type adjustments For the tests. (C) 1997 Academic Press.
引用
收藏
页码：99 / 110
页数：12
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