Comparison of LR, Score, and Wald Tests in a Non-IID Setting
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- Kakizawa, Yoshihide, 2015. "Third-order local power properties of tests for a composite hypothesis, II," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 99-112.
- Kakizawa, Yoshihide, 2017. "Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 98-120.
- Kakizawa, Yoshihide, 2012. "Generalized Cordeiro–Ferrari Bartlett-type adjustment," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2008-2016.
- Kakizawa, Yoshihide, 2009. "Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 473-496, March.
- Artur Lemonte & Silvia Ferrari, 2012. "The local power of the gradient test," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 373-381, April.
- Kakizawa, Yoshihide, 2010. "Comparison of Bartlett-type adjusted tests in the multiparameter case," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1638-1655, August.
- Kakizawa, Yoshihide, 2013. "Third-order local power properties of tests for a composite hypothesis," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 303-317.
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Keywordsaverage power Bartlett-type adjustment contiguous alternatives likelihood ratio test local maximinity Rao's score test stringency Wald's test;
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