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An Elementary Theorem on the Probability of Large Deviations

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Publication:5649285
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DOI10.1214/AOMS/1177692712zbMath0238.62050OpenAlexW2021545653MaRDI QIDQ5649285

Gerald L. Sievers, Thomas P. Hettmansperger, Timothy J. Killeen

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692712



Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)


Related Items (5)

On large deviations and density functions ⋮ Comparing tests judged asymptotically equally efficient ⋮ A review of optimality of multivariate tests ⋮ Bahadur efficiency and probabilities of large deviations ⋮ Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process







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