Zhu, Yiliang; Reid, Nancy - In: Statistics & Probability Letters 29 (1996) 3, pp. 213-221
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...