On optimality of the LR tests in the sense of exact slopes. I. General case

František Rublík

Kybernetika (1989)

  • Volume: 25, Issue: 1, page 13-25
  • ISSN: 0023-5954

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Rublík, František. "On optimality of the LR tests in the sense of exact slopes. I. General case." Kybernetika 25.1 (1989): 13-25. <http://eudml.org/doc/28602>.

@article{Rublík1989,
author = {Rublík, František},
journal = {Kybernetika},
keywords = {optimality of likelihood ratio test statistics; regularity conditions; exact slope},
language = {eng},
number = {1},
pages = {13-25},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On optimality of the LR tests in the sense of exact slopes. I. General case},
url = {http://eudml.org/doc/28602},
volume = {25},
year = {1989},
}

TY - JOUR
AU - Rublík, František
TI - On optimality of the LR tests in the sense of exact slopes. I. General case
JO - Kybernetika
PY - 1989
PB - Institute of Information Theory and Automation AS CR
VL - 25
IS - 1
SP - 13
EP - 25
LA - eng
KW - optimality of likelihood ratio test statistics; regularity conditions; exact slope
UR - http://eudml.org/doc/28602
ER -

References

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  1. R. R. Bahadur, Stochastic comparison of tests, Ann. Math. Statist. 31 (1960), 276-295. (1960) Zbl0201.52203MR0116413
  2. R. R. Bahadur, An optimal property of the likelihood ratio statistic, In: Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability, pp. 13-26. University of California Press, Berkeley and Los Angeles 1967. (1967) Zbl0211.50901MR0216637
  3. R. R. Bahadur, Rates of convergence of estimates and test statistics, Ann. Math. Statist. 38 (1967), 303-324. (1967) Zbl0201.52106MR0207085
  4. R. R. Bahadur, Some Limit Theorems in Statistics, SIAM, Philadelphia 1971. (1971) Zbl0257.62015MR0315820
  5. R. R. Bahadur, M. Raghavachari, Some asymptotic properties of likelihood ratios on general sample spaces, In: Proceedings of the Sixth Berkeley Sympsium on Mathematical Statistics and Probability, pp. 129-152. University of California Press, Berkeley and Los Angeles 1972. (1972) Zbl0254.62021MR0400500
  6. R. V. Foutz, R. C. Srivastava, The performance of the likelihood ratio test when the model is incorrect, Ann. Statist. 5 (1977), 1183-1194. (1977) Zbl0391.62004MR0448684
  7. H. K. Hsieh, On asymptotic optimality of likelihood ratio tests for multivariate normal distributions, Ann. Statist. 7 (1979), 592-598. (1979) Zbl0408.62049MR0527494
  8. N. L. Johnson, S. Kotz, Continuous Univariate Distributions, Volume 1, J. Wiley and Sons, New York 1970. (1970) 
  9. J. A. Koziol, Exact slopes of multivariate tests, Ann. Statist. 6 (1978), 546-557. (1978) MR0484699
  10. M. Raghavachari, On a theorem of Bahadur on the rate of convergence of test statistics, Ann. Math. Statist. 41 (1970), 1695-1699. (1970) Zbl0223.62049MR0266361
  11. C. R. Rao, Linear Statistical Inference and Its Applications, J. Wiley and Sons, New York 1973. (1973) Zbl0256.62002MR0346957

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