Asymptotic optimal inference for non-ergodic models

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Springer-Verlag, 1983 - Mathematics - 170 pages
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Contents

An Overview
1
Generalisation of the FisherRao Model to Nonergodic Type
11
Mixture Experiments and Conditional Inference
18
Consequences of the LAMN Condition
25
Sufficient Conditions for the LAMN Property
31
Asymptotic Sufficiency
38
Efficiency of Estimation
45
The Existence and Optimality of the Maximum Likelihood
56
Local Efficiency and Asymptotic Power of the Score Statistic
74
Simple Hypothesis
77
Asymptotic Powers of the Score and LR Statistics for Composite Hypotheses with Nuisance Parameters
83
An Efficient Test of Composite Hypotheses with Contiguous Alternatives
88
Examples
94
Bibliographical Notes
102
Mixture Experiments and Conditional Inference l Introduction
103
Mixture of Exponential Families
104

Optimality of Bayes Estimators
64
Bibliographical Notes
67
Optimal Asymptotic Tests l Introduction
68
Contiguous Alternatives
71
Some Examples
105
Efficient Conditional Tests with Reference to L l09 5 Efficient Conditional Tests with Reference to L
109
Bahadur Efficiency
118
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