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VOL. 5 | 2009 Asymptotic distribution of the most powerful invariant test for invariant families
Miguel A. Arcones

Editor(s) Christian Houdré, Vladimir Koltchinskii, David M. Mason, Magda Peligrad

Abstract

We obtain the limit distribution of the test statistic of the most powerful invariant test for location families of densities. As an application, we obtain the consistency of this test. From these results similar results are obtained for the test statistic of the most powerful invariant test for scale families.

Information

Published: 1 January 2009
First available in Project Euclid: 2 February 2010

zbMATH: 1243.62021
MathSciNet: MR2797954

Digital Object Identifier: 10.1214/09-IMSCOLL519

Subjects:
Primary: 60F03 , 62F05
Secondary: 62E20

Keywords: invariant tests , most powerful test , separate families

Rights: Copyright © 2009, Institute of Mathematical Statistics

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