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- W2185494979 abstract "This paper puts forward a uni…ed framework for asymptotically optimal tests in parametric models and applies the new theory to two tests. The …rst test is a classical test in locally asymptotically normal (LAN) models, but the assumptions are weakened and a lacuna in the literature is …lled. The second test concerns the location of the threshold point. The main result here is that the optimal test in the weighted average power sense is based on the posterior odds which depends on the prior on the local parameter space and is not unique. Furthermore, the likelihood ratio test is not asymptotically equivalent to the posterior odds and there is a discrete component in its asymptotic distribution. Since the asymptotic distribution of the posterior odds is not pivotal to the true value under the null hypothesis, a parametric" @default.
- W2185494979 created "2016-06-24" @default.
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- W2185494979 date "2008-01-01" @default.
- W2185494979 modified "2023-09-27" @default.
- W2185494979 title "Parametric Optimal Testing: Theory and Applications" @default.
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