## Asymptotic optimal inference for non-ergodic models |

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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 |

Copyright | |

### Other editions - View all

Asymptotic Optimal Inference for Non-Ergodic Models I. V Basawa,D. J Scott No preview available - 1983 |