Intermediate efficiency of tests under heavy-tailed alternatives
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Publication:4999840
zbMath1468.62279arXiv1902.06622MaRDI QIDQ4999840
Publication date: 2 July 2021
Full work available at URL: https://arxiv.org/abs/1902.06622
asymptotic relative efficiencylocal alternativesgoodness-of-fit testKolmogorov-Smirnov testNeyman-Pearson testintermediate efficiencyheavy-tailed alternativessquare integrable alternatives
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Large deviations (60F10)
Related Items (2)
On the intermediate asymptotic efficiency of goodness-of-fit tests in multinomial distributions ⋮ Intermediate efficiency of some weighted goodness-of-fit statistics
Cites Work
- On probabilities of excessive deviations for Kolmogorov-Smirnov, Cramér-von Mises and chi-square statistics
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- Generalized intermediate efficiency of goodness-of-fit tests.
- Moderate deviations and intermediate efficiency for lack-of-fit tests
- Intermediate efficiency of some max-type statistics
- On Asymptotically Efficient Statistical Inference for Moderate Deviation Probabilities
- Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
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