The Annals of Statistics

Exact Slopes of Certain Multivariate Tests of Hypotheses

James A. Koziol

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Abstract

Bahadur and Raghavachari have formulated the likelihood ratio method of finding the exact slope of a sequence of test statistics which does not require explicit estimation of large deviation probabilities. The method is described herein, and readily verifiable conditions under which it may be invoked are given. The method is then used to find the exact slopes of certain sequences of test statistics arising in multivariate analysis.

Article information

Source
Ann. Statist., Volume 6, Number 3 (1978), 546-558.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176344199

Digital Object Identifier
doi:10.1214/aos/1176344199

Mathematical Reviews number (MathSciNet)
MR484699

Zentralblatt MATH identifier
0386.62035

JSTOR
links.jstor.org

Subjects
Primary: 62F20
Secondary: 62H15: Hypothesis testing 62F05: Asymptotic properties of tests

Keywords
Bahadur efficiency exact slope likelihood ratio method multivariate tests

Citation

Koziol, James A. Exact Slopes of Certain Multivariate Tests of Hypotheses. Ann. Statist. 6 (1978), no. 3, 546--558. doi:10.1214/aos/1176344199. https://projecteuclid.org/euclid.aos/1176344199


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