Third-order efficiency of conditional tests in exponential models: The lattice case
As is well known, in full rank multivariate exponential families, tests of Neyman structure are uniformly most powerful unbiased for one-sided problems. For the case of lattice distributions, the power of these tests--evaluated at contiguous alternatives--is approximated by asymptotic expansions up to errors of order o(n-1). Surprisingly the tests with Neyman structure are not third-order efficient in the class of all asymptotically similar tests unless the problem is univariate.
Year of publication: |
1983
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Authors: | Hipp, C. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 13.1983, 1, p. 67-108
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Publisher: |
Elsevier |
Keywords: | Exponential families lattice distributions conditional tests third-order efficiency |
Saved in:
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