On Adaptive Tests
AbstractIt is well known that, under some conditions, tests are asymptotically equivalent, and are optimal in the sense that the local power of these tests are equal to the maximum that can be achieved. However, in most practical situations, the density function f is unknown.
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Bibliographic InfoPaper provided by School of Economics, La Trobe University in its series Working Papers with number 1996.20.
Length: 20 pages
Date of creation: 1996
Date of revision:
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