Asymptotic optimality of data-driven Neyman's tests for uniformity

DOI10.1214/aos/1069362306zbMath0905.62044OpenAlexW2058221911MaRDI QIDQ1354511

Publication date: 3 February 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1069362306

zbMATH Keywords

efficiency large deviations goodness-of-fit tests exponential family smooth test log-density estimation Schwarz's criterion minimum relative entropy estimation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Foundations and philosophical topics in statistics (62A01)

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