Large deviations and asymptotic efficiency of integral statistics for testing independence (Q1114262)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Large deviations and asymptotic efficiency of integral statistics for testing independence |
scientific article |
Statements
Large deviations and asymptotic efficiency of integral statistics for testing independence (English)
0 references
1987
0 references
[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.
0 references
integral statistic
0 references
Bahadur exact slope
0 references
Bahadur efficiency
0 references
local asymptotic optimality
0 references