Some Non-Local Results
A non-local efficiency criterion was introduced briefly in § 6 of Chapter 4 in connection with conditional tests. In this chapter we give an outline of a general non-ergodic model defined in terras of the non-local asymptotic behaviour of the log-likelihood ratio and discuss various applications. Also, extensions of Bahadur efficiency concepts to such models will be briefly indicated.
Unable to display preview. Download preview PDF.