Published in
Elsevier, Statistics and Probability Letters, 3(29), p. 213-221
DOI: 10.1016/0167-7152(95)00175-1
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Efficient likelihood ratio tests under P-ancillarity and P-sufficiency
Journal article published in 1996 by
Yiliang Zhu 
,
Nancy Reid
,
Nancy Reid
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Abstract
A local power bound is obtained for asymptotic level-[alpha] tests in the presence of infinitely many nuisance parameters. Likelihood ratio tests, conditioning on P-ancillary statistics or based on marginal P-sufficient statistics, attain this power bound, and are thus locally most powerful similar. The efficiency of the marginal likelihood ratio tests based on conditional P-sufficient statistics is also discussed.