Large deviations and asymptotic efficiency of integral statistics for testing independence

DOI10.1007/BF01095081zbMATH Open0663.62056OpenAlexW2039765214MaRDI QIDQ1114262FDOQ1114262

Authors: Yakov Yu. Nikitin 

Publication date: 1987

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01095081

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zbMATH Keywords

Bahadur efficiencylocal asymptotic optimalityBahadur exact slopeintegral statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)

Cites Work

• Distribution Free Tests of Independence Based on the Sample Distribution Function
• A Non-Parametric Test of Independence
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• Cramer-von Mises tests for independence
• Rates of Convergence of Estimates and Test Statistics
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• Large deviation theorems for empirical probability measures
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• Local Bahadur efficiency of rank tests for the independence problem
• Large Deviations and Bahadur Efficiency of Linear Rank Statistics
• On a cramér-von mises type statistic for testing bivariate independence

Cited In (12)

• Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison
• Approximate asymptotic Bahadur efficiency of independence tests with random sample size
• Limit distribution of the statistics of the criterion of independence of dichotomous vectors in the asymptotics of an increasing number of parameters
• Approximate Asymptotic Distribution of Locally Most Powerful Invariant Test for Independence: Complex Case
• Title not available (Why is that?)
• The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
• Title not available (Why is that?)
• Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
• Large deviations and asymptotic efficiency of a statistic of integral type. II
• Limiting values of large deviation probabilities of quadratic statistics
• Title not available (Why is that?)
• Title not available (Why is that?)

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