On the relation between Hodges‐Lehmann efficiency and Pitman efficiency

DOI10.2307/3315526zbMath0685.62027OpenAlexW2072184516MaRDI QIDQ4203636

Stavros Kourouklis

Publication date: 1989

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315526

zbMATH Keywords

location problemM-estimatorsPitman efficiencyHodges-Lehmann efficiencytesting one-sided hypothesessums of independently and identically distributed observations

Mathematics Subject Classification ID

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

Related Items

A relation between the Chernoff index and the Pitman efficacy ⋮ Nonparametric hypothesis testing with small type I or type II error probabilities ⋮ On semiparametric statistical inferences in the moderate deviation zone ⋮ Statistical inference for \(L^2\)-distances to uniformity ⋮ Hodges-Lehmann and Chernoff efficiencies of linear rank statistics ⋮ Hotelling's \(T^2\) tests in paired and independent survey samples: an efficiency comparison

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