ADJUSTED VERSUS CONDITIONAL LIKELIHOOD - POWER PROPERTIES AND BARTLETT-TYPE ADJUSTMENT

Authors
GHOSH JK MUKERJEE R
Citation
Jk. Ghosh et R. Mukerjee, ADJUSTED VERSUS CONDITIONAL LIKELIHOOD - POWER PROPERTIES AND BARTLETT-TYPE ADJUSTMENT, Journal of the Royal Statistical Society. Series B: Methodological, 56(1), 1994, pp. 185-188
Citations number
6
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of the Royal Statistical Society. Series B: Methodological
ISSN journal
00359246 → ACNP
Volume
56
Issue
1
Year of publication
1994
Pages
185 - 188
Database
ISI
SICI code
1369-7412(1994)56:1<185:AVCL-P>2.0.ZU;2-9
Abstract
Under contiguous alternatives the adjusted likelihood ratio (ALR) test is seen to have the same power properties as the conditional likeliho od ratio test up to the third order of comparison. In particular, an o ptimum property of the ALR test in terms of second-order local maximin ity follows. It is also seen that the ALR statistic admits a Bartlett- type adjustment.