Hodges-Lehmann and Chernoff efficiencies of linear rank statistics

DOI10.1016/0378-3758(91)90006-ZzbMath0763.62028OpenAlexW2079066539MaRDI QIDQ1193962

Yakov Yu. Nikitin

Publication date: 27 September 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(91)90006-z

zbMATH Keywords

Kullback-Leibler informationempirical measurescore functionlinear rank statisticsimplicit operatorBahadur efficienciesHodges-Lehmann efficiencyChernoff efficiencycombined samplecomparison densityPitman efficiencies

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

Related Items (2)

Testing for change-points with rank and sign statistics ⋮ Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics

Cites Work

• A relation between the Chernoff index and the Pitman efficacy
• Intermediate efficiency, theory and examples
• On local and nonlocal measures of efficiency
• Large deviation theorems for empirical probability measures
• Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem
• Chernoff efficiency and deficiency
• An expansion of the index of large deviations for linear rank statistics
• The Efficiency of Some Nonparametric Competitors of the $t$-Test
• On the Hodges–Lehmann Asymptotic Efficiency of Nonparametric Tests of Goodness of Fit and Homogeneity
• Test Statistics Derived as Components of Pearson's Phi-Squared Distance Measure
• Remarks on Large Deviations for the $\omega ^2 $ Statistics
• The chernoff efficiency of the wilcoxon rank test
• On the relation between Hodges‐Lehmann efficiency and Pitman efficiency
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
• Rates of Convergence of Estimates and Test Statistics
• Large Deviations and Bahadur Efficiency of Linear Rank Statistics
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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