On the Hodges–Lehmann Asymptotic Efficiency of Nonparametric Tests of Goodness of Fit and Homogeneity

DOI10.1137/1132007zbMath0642.62032OpenAlexW2091641733MaRDI QIDQ3783378

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Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1132007

zbMATH Keywords

goodness-of-fitasymptotically optimalhomogeneity testsKolmogorov statisticsomega-square statisticsintegral-type statisticsKolmogorov- SmirnovHodges-Lehmann relative asymptotic efficiencylarge deviations of empirical measures

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (7)

Large deviations for empirical probability measures and statistical tests ⋮ Local Chernoff and Hodges-Lehmann efficiencies of linear rank tests for symmetry ⋮ Hodges-Lehmann and Chernoff efficiencies of linear rank statistics ⋮ Hodges-Lehmann optimality of tests ⋮ Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics ⋮ On the relation between Hodges‐Lehmann efficiency and Pitman efficiency ⋮ A class of weighted rank correlation measures

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