Third-order efficiency of conditional tests in exponential models: The lattice case

C. Hipp

Journal of Multivariate Analysis, 1983, vol. 13, issue 1, 67-108

Abstract: As is well known, in full rank multivariate exponential families, tests of Neyman structure are uniformly most powerful unbiased for one-sided problems. For the case of lattice distributions, the power of these tests--evaluated at contiguous alternatives--is approximated by asymptotic expansions up to errors of order o(n-1). Surprisingly the tests with Neyman structure are not third-order efficient in the class of all asymptotically similar tests unless the problem is univariate.

Keywords: Exponential; families; lattice; distributions; conditional; tests; third-order; efficiency (search for similar items in EconPapers)
Date: 1983
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