| Title:
|
On $d$-optimality of the LR tests (English) |
| Author:
|
Rublík, František |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
31 |
| Issue:
|
2 |
| Year:
|
1995 |
| Pages:
|
189-206 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F05 |
| MSC:
|
62H15 |
| idZBL:
|
Zbl 0871.62022 |
| idMR:
|
MR1334509 |
| . |
| Date available:
|
2009-09-24T18:54:27Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124426 |
| . |
| Reference:
|
[1] R. R. Bahadur T. K. Chandra, D. Lambert: Some further properties of likelihood ratios on general sample spaces.In: Proceedings of the Indian Statistical Institute Golden Jubilee International Conference on Statistics: Applications and New Directions, 1981. MR 0786130 |
| Reference:
|
[2] R. H. Berk: Consistency and asymptotic normality of mle's for exponential models.Ann. Math. Statist. 43 (1972), 193-204. Zbl 0253.62005, MR 0298810 |
| Reference:
|
[3] R. H. Berk: Stochastic bounds for attained levels.J. Multivariate Anal. 14 (1984), 376-389. Zbl 0573.62023, MR 0747265 |
| Reference:
|
[4] H. Cramer: Mathematical Methods of Statistics.Princeton University Press, Princeton 1946. Zbl 0063.01014, MR 0016588 |
| Reference:
|
[5] D. G. Herr: Asymptotically optimal tests for multivariate normal distributions.Ann. Math. Statist. 38 (1967), 1829-1844. Zbl 0153.47801, MR 0223004 |
| Reference:
|
[6] W. Hoeffding: Asymptotically optimal tests for multinomial distributions.Ann. Math. Statist. 36 (1965), 369-408. Zbl 0135.19706, MR 0173322 |
| Reference:
|
[7] S. Kourouklis: Hodges-Lehmann optimality of the likelihood ratio test in regular exponential families of distributions.Technical Report 73. The Pennsylvania State University, Dept. of Statistics, 1987. |
| Reference:
|
[8] A. M. Kshirsagar: Multivariate Analysis.Marcel Dekker, New York 1972. Zbl 0246.62064, MR 0343478 |
| Reference:
|
[9] E. L. Lehmann: Testing Statistical Hypotheses.Wiley, New York 1959. Zbl 0089.14102, MR 0107933 |
| Reference:
|
[10] F. Rublík: On optimality of the LR tests in the sense of exact slopes. Part II. Application to individual distributions.Kybernetika 25(1989), 117-135. MR 0995954 |
| Reference:
|
[11] F. Rublík: On consistency of the MLE.Kybernetika 31 (1995), 45-64. MR 1324660 |
| Reference:
|
[12] M. S. Srivastava, C. G. Khatri: An Introduction to Multivariate Statistics.North Holland, New York 1979. Zbl 0421.62034, MR 0544670 |
| . |
