Characterization of distributions by the local asymptotic optimality property of test statistics

DOI10.1007/BF01084797zbMath0528.62039OpenAlexW2074549414MaRDI QIDQ786482

N. E. Zubov

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01084797

zbMATH Keywords

Fisher informationKullback-Leibler informationsample meanKolmogorov-Smirnovlinear rank statisticschi squarelocal asymptotic optimalityomega square statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Bahadur asymptotic efficiency of integral tests for symmetry ⋮ Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics

Cites Work

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• Erdős-Renyi laws
• Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem
• The rate of convergence of consistent point estimators
• Asymptotic sufficiency of the vector of ranks in the Bahadur sense
• Bahadur efficiency and probabilities of large deviations
• Alternative Efficiencies for Signed Rank Tests
• Exact Bahadur Efficiencies for the Kolmogorov-Smirnov and Kuiper One- and Two-Sample Statistics
• Rates of Convergence of Estimates and Test Statistics
• Large Deviations and Bahadur Efficiency of Linear Rank Statistics

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