Remarks on Bahadur Optimality of Conditional Tests
Basawa, I. V.
Ann. Statist., Tome 8 (1980) no. 1, p. 1382-1387 / Harvested from Project Euclid
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It is customary to use a conditional test-statistic when testing for one parameter in a two-parameter exponential family model, the other parameter being considered as a nuisance parameter. In this note we discuss the Bahadur efficiency of such a conditional test and illustrate the results with examples from a branching process, a pure birth process, and a stable process.
Publié le : 1980-11-14
Classification:  Exponential family,  conditional tests,  Bahadur efficiency,  Galton-Watson process,  pure birth process,  stable process,  62F05,  62M99,  62F20 
@article{1176345209,
     author = {Basawa, I. V.},
     title = {Remarks on Bahadur Optimality of Conditional Tests},
     journal = {Ann. Statist.},
     volume = {8},
     number = {1},
     year = {1980},
     pages = { 1382-1387},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345209}
}

Basawa, I. V. Remarks on Bahadur Optimality of Conditional Tests. Ann. Statist., Tome 8 (1980) no. 1, pp.  1382-1387. http://gdmltest.u-ga.fr/item/1176345209/