On local and nonlocal measures of efficiency

DOI10.1214/AOS/1176350601MaRDI QIDQ1106586zbMATH OpenOpenAlexFDO

Authors Wilbert C. M. Kallenberg, Teresa Ledwina

Publication date 1987

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

Full work available at URL https://doi.org/10.1214/aos/1176350601

zbMATH Keywords

uniformityPitman efficiencylinear rank statisticsinaccuracy rateasymptotic variance of L-estimatorsexact Bahadur efficiencyHadamard-type differentiabilitylimiting equivalence of local and nonlocal measures of efficiencyFréchet differentiability

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Sufficiency and information (62B99)

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• On the intermediate asymptotic efficiency of goodness-of-fit tests in multinomial distributions
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• Local projections, autocorrelation, and efficiency
• Intermediate efficiency of some weighted goodness-of-fit statistics
• Intermediate efficiency of tests under heavy-tailed alternatives
• Intermediate efficiency of some max-type statistics
• A relation between the Chernoff index and the Pitman efficacy
• Hodges-Lehmann and Chernoff efficiencies of linear rank statistics
• Bayesian efficiency
• Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations
• Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics
• Limiting values of large deviation probabilities of quadratic statistics
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