The following pages link to Stochastic Comparison of Tests (Q5600603):
Displayed 50 items.
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
- Conditional large deviations for density case (Q449921) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Hodges-Lehmann optimality for testing moment conditions (Q528073) (← links)
- On the behaviour of tests based on sample spacings for moderate samples (Q619793) (← links)
- Testing instantaneous linear Granger causality in presence of nonlinear dynamics (Q650870) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Model checks for Cox-type regression models based on optimally weighted martingale residuals (Q745982) (← links)
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
- Block rank statistics (Q799054) (← links)
- Asymptotic comparison of a class of nonparametric tests with the Student test (Q799327) (← links)
- Assessing the relative efficiency of Hausman's test under Bahadur efficiency considerations (Q899853) (← links)
- Estimation of parameters in the discrete distributions of order k (Q908627) (← links)
- Asymptotic properties of some goodness-of-fit tests based on the \(L_ 1\)-norm (Q910121) (← links)
- A relation between the Chernoff index and the Pitman efficacy (Q910123) (← links)
- Bahadur efficiencies of spacings tests for goodness of fit (Q912534) (← links)
- A class of count models and a new consistent test for the Poisson distribution (Q951028) (← links)
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test (Q961230) (← links)
- Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison (Q961803) (← links)
- Empirical Hankel transforms and its applications to goodness-of-fit tests (Q968497) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- Semi-parametric specification tests for mixing distributions (Q1023613) (← links)
- Local Bahadur efficiency of rank tests for the independence problem (Q1050050) (← links)
- Stochastic bounds for attained levels (Q1062700) (← links)
- Large deviations and asymptotic efficiency of a statistic of integral type. II (Q1080590) (← links)
- Competitors of the Wilcoxon signed rank test (Q1092556) (← links)
- Local Bahadur efficiency of score tests (Q1100825) (← links)
- Relative efficiencies of goodness of fit procedures for assessing univariate normality (Q1110952) (← links)
- Some test statistics based on the martingale term of the empirical distribution function (Q1112506) (← links)
- Allocating observations between two normal populations to maximize the half slope of the F-test (Q1159926) (← links)
- Bahadur deficiency of likelihood ratio tests in exponential families (Q1162314) (← links)
- Bahadur efficiency of the F-test (Q1163817) (← links)
- Limit distributions and comparative asymptotic efficiency of the Smirnov- Kolmogorov statistics with a random index (Q1164333) (← links)
- Local comparison of linear rank tests, in the Bahadur sense (Q1172903) (← links)
- On the Hodges-Lehmann approximate efficiency (Q1228152) (← links)
- On Kolmogorov-Smirnov-type tests for symmetry (Q1230479) (← links)
- Multivariate nonparametric tests for independence (Q1257748) (← links)
- A new integral nonparametric test for the affine symmetry hypothesis (Q1291971) (← links)
- A Bayesian method for combining statistical tests (Q1300942) (← links)
- On nonparametric tests for symmetry in \(R^ m\) (Q1335381) (← links)
- Combining independent tests of triangular distribution (Q1336909) (← links)
- Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models (Q1359430) (← links)
- Tail behaviour of Gaussian processes with applications to the Brownian pillow. (Q1426355) (← links)
- On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
- A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test. (Q1575995) (← links)
- Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies (Q1663208) (← links)
- A power comparison between autocorrelation based tests (Q1726718) (← links)