| 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:
|
http://hdl.handle.net/10338.dmlcz/125447 |
| . |
| Related article:
|
http://dml.cz/handle/10338.dmlcz/124227 |
| . |
| 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 |
| . |
