On local and nonlocal measures of efficiency
DOI10.1214/AOS/1176350601zbMATH Open0651.62040OpenAlexW2088835153MaRDI QIDQ1106586FDOQ1106586
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
Recommendations
uniformityPitman efficiencylinear rank statisticsinaccuracy rateasymptotic variance of L-estimatorsexact Bahadur efficiencyHadamard-type differentiabilitylimiting equivalence of local and nonlocal measures of efficiencyFréchet differentiability
Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Sufficiency and information (62B99)
Cited In (24)
- On the relation between Hodges‐Lehmann efficiency and Pitman efficiency
- Title not available (Why is that?)
- Comment on ‘Parametric versus nonparametrics: two alternative methodologies’
- An automatic portmanteau test for serial correlation
- Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes
- On the intermediate asymptotic efficiency of goodness-of-fit tests in multinomial distributions
- Statistical inference for \(L^2\)-distances to uniformity
- Intermediate efficiency by shifting alternatives and evaluation of power
- On consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises test
- Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters
- Bahadur efficiency and robustness of Studentized score tests
- Title not available (Why is that?)
- Local projections, autocorrelation, and efficiency
- On Wieand's theorem
- 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
- Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations
- Bayesian efficiency
- Hodges-Lehmann and Chernoff efficiencies of linear rank statistics
- Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics
- Asymptotic Pitman's relative efficiency
- Limiting values of large deviation probabilities of quadratic statistics
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