科研之友
微信
新浪微博
Facebook
分享链接
摘要
The second-order local power of a class of tests for a simple hypothesis about a multi-dimensional unknown parameter is considered. It turns out that the test procedure adjusted differently from Mukerjee (1990a) has the identical second-order local power without making use of the average power criterion. The basic principle behind the power identity is that approximate third-order cumulants of the modified square-root version of the test statistic vanish. This represents a substantial extension of the second-order asymptotic results of tests in the 1980s and early 1990s.
- 出版日期2010
