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Chernoff Index for Cox Test of Separate Parametric Families
The asymptotic efficiency of a generalized likelihood ratio test proposed by Cox is studied under the large deviations framework for error probabilities developed by Chernoff. In particular, two separate parametric families of hypotheses are considered (Cox, 1961, 1962). The significance level is se...
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| Publicado no: | Ann Stat |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2018
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5865707/ https://ncbi.nlm.nih.gov/pubmed/29581648 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/16-AOS1532 |
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