Comparison of Bartlett-type adjusted tests in the multiparameter case

Considering some Bartlett-type adjusted tests for a simple hypothesis about a multidimensional parameter, this paper clarifies similarities and dissimilarities with the one-parameter case developed in the 1990s, where a major emphasis is put on the issue posed by Rao and Mukerjee [C.R. Rao, R. Mukerjee, Comparison of Bartlett-type adjustments for the efficient score statistic, J. Statist. Plann. Inference 46 (1995) 137-146] on the power under a sequence of local alternatives. Not surprisingly, there is an infinite number of adjustments which extend Chandra-Mukerjee and Taniguchi approaches to the multiparameter case. Revisiting their ideas, this paper presents four specific cases (type K, K=0,1,2,3) and gives a sufficient condition under which our generalized adjustment for each case is uniquely determined, where type 0 is a counterpart of Chandra and Mukerjee's original proposal for Rao's test statistic, whereas the latter three types are introduced as double adjustments related to the Cordeiro and Ferrari approach. If the adjustment of type 1 is made instead of type K, K=0,2,3, it is shown that Chandra and Mukerjee's approach is equivalent to Taniguchi's approach in terms of the third-order local power. The same is partially true for type 0, depending on the model under consideration. However, the adjustments of type K, K=2,3, reveal, in general, the non-equivalence of these two approaches in terms of the third-order local power.Bartlett-type adjustment Edgeworth expansion Local alternative Local power of test