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

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  • Hipp, C.

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.

Suggested Citation

  • Hipp, C., 1983. "Third-order efficiency of conditional tests in exponential models: The lattice case," Journal of Multivariate Analysis, Elsevier, vol. 13(1), pages 67-108, March.
    • Handle: RePEc:eee:jmvana:v:13:y:1983:i:1:p:67-108
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