Silvapulle, Mervyn J; Silvapulle, Param; Basawa, Ishwar - Department of Economics and Finance, La Trobe Business … - 1996
It is well known that, under some conditions, tests are asymptotically equivalent, and are optimal in the sense that the local power of these tests are equal to the maximum that can be achieved. However, in most practical situations, the density function f is unknown.