Bahadur Efficiency of Tests of Separate Hypotheses and Adaptive Test Statistics

DOI10.2307/2290709zbMath0773.62015OpenAlexW4243943665MaRDI QIDQ4694181

Andrew. L. Rukhin

Publication date: 28 October 1993

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2290709

zbMATH Keywords

exponential familyKullback-Leibler divergenceBahadur efficiencyadaptive testinformation numbersseparability of hypothesesBahadur asymptotic optimalityBahadur-exact slopeleast favorable alternativesmooth test statistictesting lognormality versus exponentiality

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

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