Hodges-Lehmann optimality of tests

DOI10.1016/0167-7152(92)90207-LzbMath0755.62041OpenAlexW2048182354MaRDI QIDQ1198988

Wilbert C. M. Kallenberg, Stavros Kourouklis

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90207-l

zbMATH Keywords

goodness-of-fitBahadur efficiencylikelihood ratio testsoptimal testsCramér-von Mises testsKolmogorov-Smirnov testsKullback-Leibler information numberHodges-Lehmann efficiencyone-parameter exponential families

Mathematics Subject Classification ID

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

Related Items (3)

Hodges-Lehmann optimality for testing moment conditions ⋮ Hotelling's \(T^2\) tests in paired and independent survey samples: an efficiency comparison ⋮ A new approach to goodness-of-fit testing based on the integrated empirical process^*

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A large deviation result for the likelihood ratio statistic in exponential families
• Asymptotic optimality of multivariate linear hypothesis tests
• Large deviation theorems for empirical probability measures
• Bahadur deficiency of likelihood ratio tests in exponential families
• HODGES-LEHMANN EFFICACIES FOR LIKELIHOOD RATIO TYPE TESTS IN CURVED BIVARIATE NORMAL FAMILIES
• 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
• Mixed-scale models for survival/sacrifice experiments
• Non-Local Asymptotic Optimality of Appropriate Likelihood Ratio Tests
• Consistency and Asymptotic Normality of MLE's for Exponential Models
• On asymptotically optimal tests

This page was built for publication: Hodges-Lehmann optimality of tests