On root-n consistency ol estimators for nuisance parameters of asymptotic optimal tests: the li.cl case
作者:
Mohameb G. Habib,
期刊:
Statistics
(Taylor Available online 1989)
卷期:
Volume 20,
issue 3
页码: 377-381
ISSN:0233-1888
年代: 1989
DOI:10.1080/02331888908802182
出版商: Akademie-Verlag
关键词: Consistency;root-n consistency;locally root-n consistency;nuisance parameters;optimal tests;asymptotic optimal tests;Weibull distribution
数据来源: Taylor
摘要:
With suitable regularity conditions on the density function, any estimator θj nfor the nuisance parameters θjwhich are root-n consistent under the null hypothesis Ho:w=0 are shown to be also root-n consistent for any sequence of alternatives {wn} such that n1/2|wn| remains bounded. Application of this result is illustrated in the construction of asymptotic optimal tests of Weibull against generalized gamma distribution alternatives
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