Large deviations and asymptotic efficiency of integral statistics for testing independence
type: Item
instance of: scholarly article
title: Large deviations and asymptotic efficiency of integral statistics for testing independence
zbMATH Open document ID: 0663.62056
DOI: 10.1007/BF01095081
published in: Journal of Soviet Mathematics
publication date: 1987-01-01T00:00:00Z
review text: [For the entire collection see Zbl 0626.00025.] One introduces an integral statistic for the testing of the independence of the coordinates of a two-dimensional random vector. One finds the coarse asymptotic behavior of the probabilities of large deviations of this statistic and with its aid one computes the Bahadur exact slope of the considered sequence of statistics for close discontinuous alternatives. One investigates the Bahadur efficiency and the structure of the domain of local asymptotic optimality of this sequence.
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 4084760
zbMATH Keywords: integral statistic
zbMATH Keywords: Bahadur exact slope
zbMATH Keywords: Bahadur efficiency
zbMATH Keywords: local asymptotic optimality
author: Yakov Yu. Nikitin
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01095081
OpenAlex ID: W2039765214
description: scientific article; zbMATH DE number 4084760