Study of some new integrated statistics: Computation of Bahadur efficiency, relation with non-standard boundary value problems

zbMath1005.62056MaRDI QIDQ1856441

Aimé Lachal

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Bahadur efficiency; Bahadur optimality; non-standard boundary value problems; p-fold integrated bridge; p-fold integrated empirical process

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G30: Order statistics; empirical distribution functions

62M99: Inference from stochastic processes