کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1145934 | 1489686 | 2013 | 15 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Third-order local power properties of tests for a composite hypothesis
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
This paper addresses, for a composite hypothesis about a subvector of the parameters in the parametric model, the issues posed by Rao and Mukerjee (1995)Â [22] and Li (2001)Â [14] on the power under a sequence of local alternatives. It is shown that a partially adjusted test statistic in a class of test statistics is equally sensitive (up to the third-order) to the change of the nuisance parameters. However, there exist infinitely many ways for improving the chi-squared approximation to the null distribution, which reveal, in general, the non-equivalence of the resulting third-order point-by-point local powers. To make a definitive conclusion, the average local power is then considered, from which the third-order asymptotic optimality of the Bartlett-type adjusted Rao test can be also established.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 114, February 2013, Pages 303-317
Journal: Journal of Multivariate Analysis - Volume 114, February 2013, Pages 303-317
نویسندگان
Yoshihide Kakizawa,