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Asymptotic Hypothesis Test

  • Bing LiEmail author
  • G. Jogesh Babu
Chapter
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Part of the Springer Texts in Statistics book series (STS)

Abstract

Asymptotic methods for testing statistical hypotheses under the general framework of Quadratic Form tests (QF test) are developed in this chapter. These include methods to derive the asymptotic null and local alternative distributions of any QF test. Several commonly used test statistics are shown to be special cases of QF tests, including Wilks’s likelihood ratio test, Wald’s test, Rao’s score test, Neyman’s \(C(\alpha )\) test, the Lagrangian multiplier test, as well as tests based on estimating equations. The concept of asymptotically efficient QF tests and Pitman’s efficiency are also introduced.

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© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of StatisticsPenn State UniversityUniversity ParkUSA

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