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

JOURNAL OF MULTIVARIATE ANALYSIS

卷:60

Article

Rao, CR ; Mukerjee, R

关键词: average power;    Bartlett-type adjustment;    contiguous alternatives;    likelihood ratio test;    local maximinity;    Rao's score test;    stringency;    Wald's test;   

DOI  :  10.1006/jmva.1996.1645

来源: Elsevier

【 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.

【 授权许可】

Free