JOURNAL OF MULTIVARIATE ANALYSIS | 卷:140 |
Third-order local power properties of tests for a composite hypothesis, II | |
Article | |
Kakizawa, Yoshihide | |
关键词: Asymptotic expansion; Bartlett-type adjustment; Local alternative; Local power of test; Nuisance parameter; | |
DOI : 10.1016/j.jmva.2015.04.011 | |
来源: Elsevier | |
【 摘 要 】
The Bartlett-type adjustment is a higher-order asymptotic method for improving the chi-squared approximation to the null distributions of various test statistics, which ensures that the resulting test has size alpha + o(N-1), where 0 < alpha < 1 is the significance level and N is the sample size. We continue our recent works on the third-order average local power properties of several Bartlett-type adjusted tests. Strengthening the results in the 1990s, the third-order optimality of the adjusted Rao test in a sense has been established even if both the interest parameter and the nuisance parameter are multi-dimensional. We briefly discuss adjusted profile likelihood, inference for handling the nuisance parameter. (C) 2015 Elsevier Inc. All rights reserved.
【 授权许可】
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【 预 览 】
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