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Title: On optimality of the LR tests in the sense of exact slopes. I. General case (English)
Author: Rublík, František
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 25
Issue: 1
Year: 1989
Pages: 13,14-25
Category: math
MSC: 62F03
MSC: 62F10
MSC: 62F12
MSC: 62H12
MSC: 62L10
idZBL: Zbl 0692.62015
idMR: MR987853
Date available: 2009-09-24T18:09:39Z
Last updated: 2012-06-05
Stable URL:
Related article:
Reference: [1] R. R. Bahadur: Stochastic comparison of tests.Ann. Math. Statist. 31 (1960), 276-295. Zbl 0201.52203, MR 0116413
Reference: [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. Zbl 0211.50901, MR 0216637
Reference: [3] R. R. Bahadur: Rates of convergence of estimates and test statistics.Ann. Math. Statist. 38 (1967), 303-324. Zbl 0201.52106, MR 0207085
Reference: [4] R. R. Bahadur: Some Limit Theorems in Statistics.SIAM, Philadelphia 1971. Zbl 0257.62015, MR 0315820
Reference: [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. Zbl 0254.62021, MR 0400500
Reference: [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. Zbl 0391.62004, MR 0448684
Reference: [7] H. K. Hsieh: On asymptotic optimality of likelihood ratio tests for multivariate normal distributions.Ann. Statist. 7 (1979), 592-598. Zbl 0408.62049, MR 0527494
Reference: [8] N. L. Johnson, S. Kotz: Continuous Univariate Distributions, Volume 1.J. Wiley and Sons, New York 1970.
Reference: [9] J. A. Koziol: Exact slopes of multivariate tests.Ann. Statist. 6 (1978), 546-557. MR 0484699
Reference: [10] M. Raghavachari: On a theorem of Bahadur on the rate of convergence of test statistics.Ann. Math. Statist. 41 (1970), 1695-1699. Zbl 0223.62049, MR 0266361
Reference: [11] C. R. Rao: Linear Statistical Inference and Its Applications.J. Wiley and Sons, New York 1973. Zbl 0256.62002, MR 0346957


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