Asymptotic expansions for the power of distribution free tests in the one-sample problem

DOI10.1214/aos/1176343350zbMath0321.62049OpenAlexW4256683020MaRDI QIDQ1223103

Willem Albers, Peter J. Bickel, Willem R. Van Zwet

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1214/aos/1176343350

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Exact distribution theory in statistics (62E15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items

Minimax optimality of permutation tests, An Edgeworth expansion for symmetric finite population statistics, Edgeworth expansion for signed linear rank statistics with regression constants, Asymptotic expansion of the power function of the two-sample binomial test with and without randomization, On the theory of modified randomization tests for nonparametric hypotheses, Significance levels and confidence intervals for permutation tests, Partial mixing and Edgeworth expansion, On the \(L_ p\) rates of convergence of simple linear rank statistics under contiguous alternatives, Competitors of the Wilcoxon signed rank test, Rates of weak convergence and large deviation probabilities for linear rank tests with type I censored data, Efficient calculation of the permutation distribution of robust two- sample statistics, Edgeworth approximations for rank sum test statistics, On estimation of Student distribution center with a small number of degrees of freedom, Asymptotic normality of generalized L-statistics with unbounded scores, When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions, A two-stage rank test using density estimation, Edgeworth expansions for the conditional distributions in logistic regression models, An evening spent with Bill van Zwet, Can we reliably detect biases that matter in observational studies?, \(L_ p\)-nonuniform bounds for asymptotic normality of linear rank statistics, Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests, Remembering Erich Lehmann, On the bootstrap and the trimmed mean, Projection de hájek et polynômes de bernstein, Simple exact bounds for distributions of linear signed rank statistics, Some asymptotic results for a broad class of nonparametric statistics, Interpretation and manipulation of Edgeworth expansions, Asymptotic expansions for two-stage rank tests, One- and two-term Edgeworth expansions for a finite population sample mean. Exact results. I, Berry-Esseen and central limit theorems for serial rank statistics via graphs, A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence, Significance levels of linear rank tests using Edgeworth expansions, On approximation of the necessary reserve capital of an insurance company serving many nonhomogeneous contracts, Saddlepoint approximation near the endpoints of the support, Willem van Zwet's research, A method for obtaining asymptotic expansions under alternatives based on the properties of the likelihood ratio, Saddlepoint approximations to the two-sample permutation tests, Consistency of invariance-based randomization tests, Stop-loss premiums under dependence, Calculation of deficiencies of some asymptotically efficient tests, Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations, On the rate of convergence in the central limit theorem for signed rank statistics, Edgeworth expansions for signed linear rank statistics under near location alternatives, An exact rank test for scale under normality using Helmert's transformation