Asymptotic normality of the Wilcoxon statistic under divergent alternatives

Asymptotic normality of the posterior given a statistic

The authors establish the asymptotic normality and determine the limiting variance of the posterior density for a multivariate parameter, given the value of a consistent and asymptotically Gaussian statistic satisfying a uniform local central limit theorem. Their proof is given in the continuous case but generalizes to lattice-valued random variables. It hinges on a uniform Edgeworth expansion ...

Asymptotic Normality under Two-Phase Sampling Designs

Large sample properties of statistical inferences in the context of finite populations are harder to determine than in the iid case due to their dependence jointly on the characteristics of the finite population and the sampling design employed. There have been many discussions on special inference procedures under special sampling designs in the literature. General and comprehensive results ar...

On the Preservation of Local Asymptotic Normality Under Information Loss

Asymptotic normality of test statistics under alternative hypotheses

The aim of this paper is to present a framework for asymptotic analysis of likelihood ratio and minimum discrepancy test statistics. First order asymptotics are presented in a general framework under minimal regularity conditions and for not necessarily nested models. In particular, these asymptotics give sufficient and in a sense necessary conditions for asymptotic normality of test statistics...

Asymptotic normality of nonlinear least squares under singular experimental designs

normality of nonlinear least squares under singular experimental designs. HAL is a multidisciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L'archive ouverte pluridisciplinaire HAL, est...