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Second-Order Power Comparisons for a Class of Nonparametric Likelihood-Based Tests

Bravo, F. (2003) Second-Order Power Comparisons for a Class of Nonparametric Likelihood-Based Tests. Biometrika, 90 (4). pp. 881-890. ISSN 0006-3444

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This paper compares the second-order power properties of a broad class of nonparametric likelihood tests recently introduced by Baggerly (1998) as a generalisation of Owen's (1988) empirical likelihood.It is shown that in a multi-parameter setting identity of power up to first order does not imply identity up to second order unless one considers the average power criterion. It is also shown that the empirical likelihood ratio enjoys an optimality property in terms of local maximinity.

Item Type: Article
Keywords: Average power; Cressie–Read statistic; Empirical likelihood; Local alternative; Local maximinity; Local unbiasedness
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 14 Aug 2009 12:57
Last Modified: 14 Aug 2009 12:57
Published Version: http://dx.doi.org/10.1093/biomet/90.4.881
Status: Published
Publisher: Oxford University Press
Identification Number: 10.1093/biomet/90.4.881
URI: http://eprints.whiterose.ac.uk/id/eprint/5707

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