Bayesian efficiency

DOI10.1016/J.SPL.2013.01.019MaRDI QIDQ1950772zbMATH OpenOpenAlexWikidataFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 13 May 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2013.01.019

zbMATH Keywords

Bahadur efficiencyBayesian efficiencygoodness-of-fit tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12)

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Cites work

• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Asymptotic efficiency and local optimality of tests based on two-sample \(U\)-and \(V\)-statistics
• Asymptotic Efficiency of Nonparametric Tests
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Bootstrap of deviation probabilities with applications
• Chernoff efficiency and deficiency
• Confidence Limits for an Unknown Distribution Function
• Exact Bahadur Efficiencies for the Kolmogorov-Smirnov and Kuiper One- and Two-Sample Statistics
• Fixed-αand fixed-βefficiencies
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 3305569 (Why is no real title available?)
• scientific article; zbMATH DE number 3305590 (Why is no real title available?)
• Non-Local Asymptotic Optimality of Appropriate Likelihood Ratio Tests
• On local and nonlocal measures of efficiency
• On the Probability of Large Deviations of Functions of Several Empirical CDF'S
• On Wieand's theorem
• Power of a class of goodness-of-fit tests. I
• Rates of Convergence of Estimates and Test Statistics
• Stochastic Comparison of Tests
• The Efficiency of Some Nonparametric Competitors of the $t$-Test
• The Relation Between Pitman's Asymptotic Relative Efficiency of Two Tests and the Correlation Coefficient Between Their Test Statistics
• Truncated-exponential skew-symmetric distributions

Cited in

(2)

• Efficient markets and Bayes' rule
• Asymptotic Pitman's relative efficiency

Describes a project that uses

Uses Software

• R

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