An Elementary Theorem on the Probability of Large Deviations

DOI10.1214/AOMS/1177692712MaRDI QIDQ5649285zbMATH OpenOpenAlexFDO

Authors Thomas P. Hettmansperger, Gerald L. Sievers, Timothy J. Killeen

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177692712

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Cited in

(5)

• Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
• On large deviations and density functions
• A review of optimality of multivariate tests
• Comparing tests judged asymptotically equally efficient
• Bahadur efficiency and probabilities of large deviations

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