Chernoff efficiency and deficiency

DOI10.1214/AOS/1176345799zbMath0494.62030OpenAlexW2034573475MaRDI QIDQ1169216

Wilbert C. M. Kallenberg

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345799

zbMATH Keywords

likelihood ratio testasymptotic efficiencymultivariate exponential familiesChernoff deficiencyChernoff efficiency

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

Related Items (8)

On conditions of Chernoff local asymptotic optimality of some nonparametric symmetry tests ⋮ A relation between the Chernoff index and the Pitman efficacy ⋮ Bayesian efficiency ⋮ Local Chernoff and Hodges-Lehmann efficiencies of linear rank tests for symmetry ⋮ Hodges-Lehmann and Chernoff efficiencies of linear rank statistics ⋮ Moderate deviations for the kernel mode estimator and some applications ⋮ Chernoff efficiency of the sign and Wilcoxon tests for testing the symmetry hypothesis ⋮ Large deviations of the Durbin statistics for testing uniformity on a square

This page was built for publication: Chernoff efficiency and deficiency