Geodesic
On $d$-optimality of the LR tests
Kybernetika, Tome 31 (1995) no. 2, pp. 189-206 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 62F05, 62H15 
@article{KYB_1995_31_2_a4,
     author = {Rubl{\'\i}k, Franti\v{s}ek},
     title = {On $d$-optimality of the {LR} tests},
     journal = {Kybernetika},
     pages = {189--206},
     year = {1995},
     volume = {31},
     number = {2},
     mrnumber = {1334509},
     zbl = {0871.62022},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1995_31_2_a4/}
}
TY  - JOUR
AU  - Rublík, František
TI  - On $d$-optimality of the LR tests
JO  - Kybernetika
PY  - 1995
SP  - 189
EP  - 206
VL  - 31
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/KYB_1995_31_2_a4/
LA  - en
ID  - KYB_1995_31_2_a4
ER  - 
%0 Journal Article
%A Rublík, František
%T On $d$-optimality of the LR tests
%J Kybernetika
%D 1995
%P 189-206
%V 31
%N 2
%U http://geodesic.mathdoc.fr/item/KYB_1995_31_2_a4/
%G en
%F KYB_1995_31_2_a4
Rublík, František. On $d$-optimality of the LR tests. Kybernetika, Tome 31 (1995) no. 2, pp. 189-206. http://geodesic.mathdoc.fr/item/KYB_1995_31_2_a4/

[1] R. R. Bahadur T. K. Chandra, D. Lambert: Some further properties of likelihood ratios on general sample spaces. In: Proceedings of the Indian Statistical Institute Golden Jubilee International Conference on Statistics: Applications and New Directions, 1981. | MR

[2] R. H. Berk: Consistency and asymptotic normality of mle's for exponential models. Ann. Math. Statist. 43 (1972), 193-204. | MR | Zbl

[3] R. H. Berk: Stochastic bounds for attained levels. J. Multivariate Anal. 14 (1984), 376-389. | MR | Zbl

[4] H. Cramer: Mathematical Methods of Statistics. Princeton University Press, Princeton 1946. | MR | Zbl

[5] D. G. Herr: Asymptotically optimal tests for multivariate normal distributions. Ann. Math. Statist. 38 (1967), 1829-1844. | MR | Zbl

[6] W. Hoeffding: Asymptotically optimal tests for multinomial distributions. Ann. Math. Statist. 36 (1965), 369-408. | MR | Zbl

[7] S. Kourouklis: Hodges-Lehmann optimality of the likelihood ratio test in regular exponential families of distributions. Technical Report 73. The Pennsylvania State University, Dept. of Statistics, 1987.

[8] A. M. Kshirsagar: Multivariate Analysis. Marcel Dekker, New York 1972. | MR | Zbl

[9] E. L. Lehmann: Testing Statistical Hypotheses. Wiley, New York 1959. | MR | Zbl

[10] F. Rublík: On optimality of the LR tests in the sense of exact slopes. Part II. Application to individual distributions. Kybernetika 25(1989), 117-135. | MR

[11] F. Rublík: On consistency of the MLE. Kybernetika 31 (1995), 45-64. | MR

[12] M. S. Srivastava, C. G. Khatri: An Introduction to Multivariate Statistics. North Holland, New York 1979. | MR | Zbl