| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7549179 | Statistics & Probability Letters | 2016 | 7 Pages |
Abstract
We present the formula for a certain integral with respect to multivariate Hermite polynomials. Such integrals are used for deriving higher-order local power functions of asymptotically chi-squared tests. As an example, we provide asymptotic expansion for the local power function of Rao's score test.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yoshihide Kakizawa,