Asymptotic Efficiency of Nonparametric Tests
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Cited in
(only showing first 100 items - show all)- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
- Asymptotic efficiency and local optimality of tests based on two-sample \(U\)-and \(V\)-statistics
- Asymptotic Pitman's relative efficiency
- Density testing in a contaminated sample
- On an asymptotic relative efficiency concept based on expected volumes of confidence regions
- Large deviations theorems in nonparametric regression on functional data
- Moment inequalities for HNBRUE with hypothesis testing application
- Tests for exponentiality against the \({\mathcal M}\) and \({\mathcal {LM}}\)-classes of life distributions
- Goodness-of-fit tests for the power function distribution based on the Puri-Rubin characterization and their efficiences
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test
- An equivalent formula for Pitman's asymptotic relative efficiency under weakened assumptions
- Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison
- Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests
- Bahadur efficiencies of the Epps-Pulley test for normality
- On asymptotic efficiency of tests of fit based on the Deheuvels empirical process
- A test statistic with a ranking method based on the Jeffreys divergence measure
- Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function
- Goodness-of-fit tests based on sup-functionals of weighted empirical processes
- New class of exponentiality tests based on U-empirical Laplace transform
- Asymptotic properties of a goodness-of-fit test based on maximum correlations
- Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting
- Inferential procedures based on the integrated empirical characteristic function
- On the optimization of the weighted Bickel--Rosenblatt test
- New goodness-of-fit tests for Pareto I type distribution, based on some characterization
- Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization
- Moment inequalities for DVRL distributions, characterization and testing for exponentiality
- On the asymptotic properties of a certain class of goodness-of-fit tests associated with multinomial distributions
- Memoryless reigns of the ``Sons of Heaven
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- Asymptotic properties of exponentiality tests based on L-statistics
- On the Hodges–Lehmann Asymptotic Efficiency of Nonparametric Tests of Goodness of Fit and Homogeneity
- Small ball probabilities for Gaussian random fields and tensor products of compact operators
- Testing for a general class of functional inequalities
- Asymptotic relative efficiency of wald tests in measurement error models
- Statistical inference for \(L^2\)-distances to uniformity
- Goodness-of-fit tests for a heavy tailed distribution
- Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives
- On the intermediate asymptotic efficiency of goodness-of-fit tests in multinomial distributions
- Characterizations of multinormality and corresponding tests of fit, including for GARCH models
- Goodness-of-fit tests via phi-divergences
- Large deviation results for the nonparametric regression function estimator on functional data
- On the inconsistency of the unrestricted estimator of the information matrix near a unit root
- A new approach to goodness-of-fit testing based on the integrated empirical process*
- Efficiency of exponentiality tests based on a special property of exponential distribution
- Large deviations of divergence measures on partitions
- Exponentiality tests based on Ahsanullah's characterization and their efficiency
- Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
- Hotelling's T^2 tests in paired and independent survey samples: an efficiency comparison
- A test of exponentiality against DMTTF alternatives via L-statistics
- Large deviations for the \(L_1\)-distance in kernel density estimation
- Nonparametric signal detection with small type I and type II error probabilities
- Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies
- Testing normality in any dimension by Fourier methods in a multivariate Stein equation
- Characterization-based approach for construction of goodness-of-fit test for Lévy distribution
- A test of exponentiality against \(\mathcal{M}\) alternatives
- Model checks for Cox-type regression models based on optimally weighted martingale residuals
- Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
- Efficiency of nonparametric tests for scale shift at an unknown time point
- On Bahadur efficiency of empirical likelihood
- Large deviations for M-estimators
- On Hodges and Lehmann’s “6/π Result”
- Goodness-of-fit test for specification of semiparametric copula dependence models
- scientific article; zbMATH DE number 914470 (Why is no real title available?)
- Goodness-of-fit tests for the Pareto distribution based on its characterization
- A new omnibus test of fit based on a characterization of the uniform distribution
- Moderate deviations for the kernel mode estimator and some applications
- A test of independence in some copula models
- A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods
- Bahadur Efficiency of Observational Block Designs
- scientific article; zbMATH DE number 3925983 (Why is no real title available?)
- Intermediate efficiency of some weighted goodness-of-fit statistics
- On the asymptotic power of a goodness-of-fit test based on a cumulative Kullback-Leibler discrepancy
- Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
- Statistical inference for multinomial populations based on a double index family of test statistics
- Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation
- Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient
- Large deviations of L₁-error of empirical measures on partitions
- A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes
- Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations.
- Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations
- New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
- A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions
- Large deviations for sums of bounded functions of a normalized sample under gamma distribution
- The test of exponentiality based on the mean residual life function revisited
- Efficient Tests of Nonstationary Hypotheses
- On the Asymptotic Relative Efficiency of the Mantel-Haenszel Test
- Nonparametric tests and nested sequential sampling plans for change-point detection
- TFisher: a powerful truncation and weighting procedure for combining \(p\)-values
- Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
- Goodness-of-fit tests based on a characterization of logistic distribution
- Some functional large deviations principles in nonparametric function estimation
- Asymptotic efficiency of new exponentiality tests based on a characterization
- Bayesian efficiency
- Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
- Kolmogorov tests of normality based on some variants of Polya's characterization
- Goodness-of-fit tests for the logistic location family
- Testing Conditional Independence Restrictions
- Asymptotic efficiency of goodness-of-fit tests based on Too–Lin characterization
- A new test for multivariate normality
- Nonparametric Hypothesis Testing with Parametric Rates of Convergence
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