메뉴 건너뛰기




Volumn 97, Issue 1, 2001, Pages 141-151

Comparison of test statistics via expected lengths of associated confidence intervals

Author keywords

62E20; 62F25; Bartlett adjustability; Likelihood ratio statistic; Rao's score statistic; Wald's statistic

Indexed keywords


EID: 0008069098     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(00)00350-5     Document Type: Article
Times cited : (10)

References (14)
  • 2
    • 0000763454 scopus 로고
    • A decomposition for the likelihood ratio statistic and the Bartlett correction - A Bayesian argument
    • Bickel P.J., Ghosh J.K. A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument. Ann. Statist. 18:1990;1070-1090.
    • (1990) Ann. Statist. , vol.18 , pp. 1070-1090
    • Bickel, P.J.1    Ghosh, J.K.2
  • 4
    • 0000551847 scopus 로고
    • Defining the curvature of a statistical problem (with applications to second order efficiency)
    • Efron B. Defining the curvature of a statistical problem (with applications to second order efficiency). Ann. Statist. 3:1975;1189-1242.
    • (1975) Ann. Statist. , vol.3 , pp. 1189-1242
    • Efron, B.1
  • 5
    • 0000796349 scopus 로고
    • Higher-order asymptotics for the likelihood ratio, Rao's and Wald's tests
    • Ghosh J.K. Higher-order asymptotics for the likelihood ratio, Rao's and Wald's tests. Statist. Probab. Lett. 12:1991;505-509.
    • (1991) Statist. Probab. Lett. , vol.12 , pp. 505-509
    • Ghosh, J.K.1
  • 6
    • 0001500591 scopus 로고
    • Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case
    • Ghosh J.K., Mukerjee R. Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case. J. Multivariate Anal. 38:1991;385-393.
    • (1991) J. Multivariate Anal. , vol.38 , pp. 385-393
    • Ghosh, J.K.1    Mukerjee, R.2
  • 8
    • 0000143473 scopus 로고
    • Geometrical theory of higher-order asymptotics of test, interval estimator and conditional inference
    • Kumon M., Amari S. Geometrical theory of higher-order asymptotics of test, interval estimator and conditional inference. Proc. Roy. Soc. London Ser. A. 387:1983;429-458.
    • (1983) Proc. Roy. Soc. London Ser. a , vol.387 , pp. 429-458
    • Kumon, M.1    Amari, S.2
  • 10
    • 0000189078 scopus 로고
    • Rao's score test: Recent asymptotic results
    • In: G.S. Maddala et al. (Eds.), North-Holland, Amsterdam
    • Mukerjee, R., 1993. Rao's score test: recent asymptotic results. In: G.S. Maddala et al. (Eds.), Handbook of Statistics, Vol. 11. North-Holland, Amsterdam, pp. 363-379.
    • (1993) Handbook of Statistics , vol.11 , pp. 363-379
    • Mukerjee, R.1
  • 12
    • 0030642425 scopus 로고    scopus 로고
    • Comparison of LR, score and Wald tests in a non-iid setting
    • Rao C.R., Mukerjee R. Comparison of LR, score and Wald tests in a non-iid setting. J. Multivariate Anal. 60:1997;99-110.
    • (1997) J. Multivariate Anal. , vol.60 , pp. 99-110
    • Rao, C.R.1    Mukerjee, R.2
  • 13
    • 38249042005 scopus 로고
    • Third-order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
    • Taniguchi M. Third-order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes. J. Multivariate Anal. 18:1986;1-31.
    • (1986) J. Multivariate Anal. , vol.18 , pp. 1-31
    • Taniguchi, M.1
  • 14
    • 0001638264 scopus 로고
    • Third-order asymptotic properties of a class of test statistics under a local alternative
    • Taniguchi M. Third-order asymptotic properties of a class of test statistics under a local alternative. J. Multivariate Anal. 37:1991;223-238.
    • (1991) J. Multivariate Anal. , vol.37 , pp. 223-238
    • Taniguchi, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.