BAHADUR EFFICIENCY OF LIKELIHOOD RATIO AND RELATED TESTS IN NONREGULAR MODELS

Stavros Kourouklis · Australian Journal of Statistics · 1991

Summary Consider the model of k populations whose densities are nonreg‐ular in the sense that they involve one or two unknown truncation parameters. In this paper a unified treatment of the problem of Bahadur efficiency of the likelihood ratio test for such a model is presented. The Bahadur efficiency of a certain test based on the union‐intersection principle is also studied. Some of these results are then extended to a larger class of nonregular densities.

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