On Root-N Consistency of Estimators for Nuisance Parameters of Asymptotic Optimal Tests: The I.I.D Case ( Abreviated Title: Root-N Consistency of Estimator) | ||||
| The Egyptian Statistical Journal | ||||
| Article 5, Volume 31, Issue 2, December 1987, Page 65-72 PDF (5.29 MB) | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1987.428948 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| Mohamed G. Habib | ||||
| Department of Insurance and Statistics, Kuwait University. | ||||
| Abstract | ||||
| With suitable regularity conditions on the density func-tion, any estimator ein for the nuisance parameters ei which are root-n consistent under the null hypothesis Ho:w=0 are shown to be also root--n consistent for any sequence of alterna-tives (wn} such that n1/2lwn1 remains bounded. Application of this result is illustrated in the construction of asymptotic optimal tests of Weibull against generalized gamma distribu-tion alternativ | ||||
| Keywords | ||||
| Consistency; root-n consistency; locally root-n consitency; nuisance parameters; optimal tests; asymptotic optimal tests; Weibull distribution | ||||
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