Hodges-Lehmann optimality of tests
type: Item
instance of: scholarly article
title: Hodges-Lehmann optimality of tests
zbMATH Open document ID: 0755.62041
DOI: 10.1016/0167-7152(92)90207-L
author: Wilbert C. M. Kallenberg
author: Stavros Kourouklis
published in: Statistics \& Probability Letters
publication date: 1993-01-16T00:00:00Z
review text: Hodges-Lehmann efficiency is a dual of the more familiar notion of Bahadur efficiency. While optimal tests in Bahadur sense are somewhat rare there are many situations in which optimal tests in Hodges-Lehmann sense can be obtained. For example, generalized Kolmogorov-Smirnov and Cramér-von Mises tests for goodness-of-fit can be shown to be \(H-L\) optimal. The paper also obtains \(H-L\) optimal tests in one-parameter exponential families for testing a composite null against a fixed alternative.
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 93338
zbMATH Keywords: Kolmogorov-Smirnov tests
zbMATH Keywords: likelihood ratio tests
zbMATH Keywords: Kullback-Leibler information number
zbMATH Keywords: Hodges-Lehmann efficiency
zbMATH Keywords: Bahadur efficiency
zbMATH Keywords: optimal tests
zbMATH Keywords: Cramér-von Mises tests
zbMATH Keywords: goodness-of-fit
zbMATH Keywords: one-parameter exponential families
reviewed by: B. K. Kale
MaRDI profile type: Publication
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full work available at URL: 0167-7152(92)90207-l
OpenAlex ID: W2048182354
description: scientific article; zbMATH DE number 93338