Large deviations and asymptotic efficiency of integral statistics for testing independence (Q1114262)

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scientific article; zbMATH DE number 4084760
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    Large deviations and asymptotic efficiency of integral statistics for testing independence
    scientific article; zbMATH DE number 4084760

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      Large deviations and asymptotic efficiency of integral statistics for testing independence (English)
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      1987
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      [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.
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      integral statistic
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      Bahadur exact slope
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      Bahadur efficiency
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      local asymptotic optimality
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