Asymptotic Efficiency of Nonparametric Tests
From MaRDI portal
Publication:4338889
DOI10.1017/CBO9780511530081zbMath0879.62045OpenAlexW4300973687MaRDI QIDQ4338889
No author found.
Publication date: 1 June 1997
Full work available at URL: https://doi.org/10.1017/cbo9780511530081
asymptotic efficiencyBahadur efficiencyrank statisticsKolmogorov-SmirnovPitman efficiencyChernoff efficiencyHodges-Lehman efficiencyomega-square
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Large deviations (60F10)
Related Items (95)
Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics ⋮ Tests for exponentiality against the \({\mathcal M}\) and \({\mathcal {LM}}\)-classes of life distributions ⋮ Statistical inference for multinomial populations based on a double index family of test statistics ⋮ Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests ⋮ On the optimization of the weighted Bickel--Rosenblatt test ⋮ Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting ⋮ Asymptotic Pitman's Relative Efficiency ⋮ Moderate deviations for quadratic forms in Gaussian stationary processes ⋮ Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope ⋮ New class of exponentiality tests based on U-empirical Laplace transform ⋮ Asymptotic efficiency of new exponentiality tests based on a characterization ⋮ Asymptotic properties of a goodness-of-fit test based on maximum correlations ⋮ A new omnibus test of fit based on a characterization of the uniform distribution ⋮ A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods ⋮ Uniform \(L_1\)-distance large deviations in nonparametric density estimation ⋮ Goodness-of-fit tests for the Pareto distribution based on its characterization ⋮ Density testing in a contaminated sample ⋮ On the asymptotic power of a goodness-of-fit test based on a cumulative Kullback-Leibler discrepancy ⋮ Nonparametric tests and nested sequential sampling plans for change-point detection ⋮ Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies ⋮ Testing Conditional Independence Restrictions ⋮ A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions ⋮ Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization ⋮ A test statistic with a ranking method based on the Jeffreys divergence measure ⋮ Asymptotic efficiency of goodness-of-fit tests based on Too–Lin characterization ⋮ TFisher: a powerful truncation and weighting procedure for combining \(p\)-values ⋮ Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations ⋮ TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES ⋮ Large deviations for sums of bounded functions of a normalized sample under gamma distribution ⋮ Testing normality in any dimension by Fourier methods in a multivariate Stein equation ⋮ Large deviation results for the nonparametric regression function estimator on functional data ⋮ The test of exponentiality based on the mean residual life function revisited ⋮ Characterization-based approach for construction of goodness-of-fit test for Lévy distribution ⋮ New goodness-of-fit tests for Pareto I type distribution, based on some characterization ⋮ A test of exponentiality against DMTTF alternatives via L-statistics ⋮ Some functional large deviations principles in nonparametric function estimation ⋮ Bahadur efficiencies of the Epps-Pulley test for normality ⋮ On the intermediate asymptotic efficiency of goodness-of-fit tests in multinomial distributions ⋮ Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function ⋮ Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency ⋮ Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient ⋮ Exponentiality tests based on Ahsanullah's characterization and their efficiency ⋮ Bayesian efficiency ⋮ Nonparametric signal detection with small type I and type II error probabilities ⋮ Tail behaviour of Gaussian processes with applications to the Brownian pillow. ⋮ CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS ⋮ Asymptotic efficiency and local optimality of tests based on two-sample \(U\)-and \(V\)-statistics ⋮ Statistical inference for \(L^2\)-distances to uniformity ⋮ A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes ⋮ Goodness-of-fit tests via phi-divergences ⋮ Kolmogorov tests of normality based on some variants of Polya's characterization ⋮ Moment inequalities for DVRL distributions, characterization and testing for exponentiality ⋮ Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives ⋮ Goodness-of-fit tests for a heavy tailed distribution ⋮ Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation ⋮ On the choice of the smoothing parameter for the BHEP goodness-of-fit test ⋮ Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison ⋮ On Hodges and Lehmann’s “6/π Result” ⋮ Goodness-of-fit tests for the power function distribution based on the Puri-Rubin characterization and their efficiences ⋮ Goodness-of-fit tests and second-order asymptotic relations ⋮ Large deviations of divergence measures on partitions ⋮ Moment inequalities for HNBRUE with hypothesis testing application ⋮ Large deviations theorems in nonparametric regression on functional data ⋮ On the inconsistency of the unrestricted estimator of the information matrix near a unit root ⋮ A new test for multivariate normality ⋮ Large deviations of \(L_1\)-error of empirical measures on partitions ⋮ Testing additivity in generalized nonparametric regression models with estimated parameters ⋮ Small ball probabilities for Gaussian random fields and tensor products of compact operators ⋮ On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence ⋮ Large deviations for M-estimators ⋮ Efficiency of exponentiality tests based on a special property of exponential distribution ⋮ Asymptotic properties of exponentiality tests based on \(L\)-statistics ⋮ Goodness-of-fit test for specification of semiparametric copula dependence models ⋮ Hotelling's \(T^2\) tests in paired and independent survey samples: an efficiency comparison ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ On an asymptotic relative efficiency concept based on expected volumes of confidence regions ⋮ Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics ⋮ Goodness-of-fit tests based on a characterization of logistic distribution ⋮ On Bahadur efficiency of empirical likelihood ⋮ Goodness-of-Fit Tests Based on Sup-Functionals of Weighted Empirical Processes ⋮ Model checks for Cox-type regression models based on optimally weighted martingale residuals ⋮ A test of independence in some copula models ⋮ New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies ⋮ A test of exponentiality against ℳ alternatives ⋮ Intermediate efficiency of some weighted goodness-of-fit statistics ⋮ On asymptotic efficiency of tests of fit based on the Deheuvels empirical process ⋮ An equivalent formula for Pitman's asymptotic relative efficiency under weakened assumptions ⋮ Inferential procedures based on the integrated empirical characteristic function ⋮ Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations. ⋮ A new approach to goodness-of-fit testing based on the integrated empirical process* ⋮ Moderate deviations for the kernel mode estimator and some applications ⋮ Large deviations for the \(L_1\)-distance in kernel density estimation ⋮ Goodness-of-fit tests for the logistic location family ⋮ On the asymptotic properties of a certain class of goodness-of-fit tests associated with multinomial distributions ⋮ Non-diagonalizability of the Frobenius-Perron operator and transition between decay modes of the time autocorrelation function.
This page was built for publication: Asymptotic Efficiency of Nonparametric Tests