A relation between the Chernoff index and the Pitman efficacy

DOI10.1016/0167-7152(90)90030-BzbMath0695.62062OpenAlexW1974895464MaRDI QIDQ910123

Stavros Kourouklis

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90030-b

zbMATH Keywords

M-estimatorslocal equivalence of Chernoff efficiency and Pitman efficiency

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

Related Items

Nonparametric hypothesis testing with small type I or type II error probabilities, On semiparametric statistical inferences in the moderate deviation zone, Hodges-Lehmann and Chernoff efficiencies of linear rank statistics

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• Robust Statistics