Applying Asymptotic Shapes to Nonexponential Families
Schwarz, Gideon
Ann. Statist., Tome 9 (1981) no. 1, p. 461-464 / Harvested from Project Euclid
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Fortus' generalization of asymptotic shapes of optimal testing regions for composite hypotheses does away with the restriction to exponential families originally imposed by us. Here we survey his work critically, and suggest some improvements that may be crucial for its practical applicability to parametric problems, and point out its shortcomings for nonparametric ones.
Publié le : 1981-03-14
Classification:  Asymptotic shapes,  optimal sequential tests,  62L15,  62F05 
@article{1176345415,
     author = {Schwarz, Gideon},
     title = {Applying Asymptotic Shapes to Nonexponential Families},
     journal = {Ann. Statist.},
     volume = {9},
     number = {1},
     year = {1981},
     pages = { 461-464},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345415}
}

Schwarz, Gideon. Applying Asymptotic Shapes to Nonexponential Families. Ann. Statist., Tome 9 (1981) no. 1, pp.  461-464. http://gdmltest.u-ga.fr/item/1176345415/