• Title/Summary/Keyword: Bartlett adjustability

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On Bahadur Efficiency and Bartlett Adjustability of Quasi-LRT Statistics

  • Lee, Kwan-Jeh
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.251-264
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    • 1998
  • When the LRT is not feasible, we define quasi-LRT(QLRT) as a modification of the LRT Under some appropriate conditions the QLRT shares Bahadur optimality and Bartlett Adjustability with the LRT. When we can find maximum likelihood estimator under the null parameter space but not under the unrestricted parameter space, our QLRT is Bahadur optimal as is the LRT We suggest the stopping rule of the Newton-Raphson iterations for constructing the QLRT statistics which are Bartlett adjustable.

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