Asymptotic Efficiency of Nonparametric Tests

DOI10.1017/CBO9780511530081zbMATH Open0879.62045OpenAlexW4300973687MaRDI QIDQ4338889FDOQ4338889

Authors:

Publication date: 1 June 1997

Full work available at URL: https://doi.org/10.1017/cbo9780511530081

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zbMATH Keywords

asymptotic efficiencyrank statisticsBahadur efficiencyKolmogorov-SmirnovPitman efficiencyChernoff efficiencyHodges-Lehman efficiencyomega-square

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (only showing first 100 items - show all)

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• An equivalent formula for Pitman's asymptotic relative efficiency under weakened assumptions
• Tests for exponentiality against the \({\mathcal M}\) and \({\mathcal {LM}}\)-classes of life distributions
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function
• 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
• On asymptotic efficiency of tests of fit based on the Deheuvels empirical process
• Asymptotic properties of a goodness-of-fit test based on maximum correlations
• New class of exponentiality tests based on U-empirical Laplace transform
• Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting
• On the optimization of the weighted Bickel--Rosenblatt test
• New goodness-of-fit tests for Pareto I type distribution, based on some characterization
• On the asymptotic properties of a certain class of goodness-of-fit tests associated with multinomial distributions
• 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 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
• Asymptotic properties of exponentiality tests based on \(L\)-statistics
• On the intermediate asymptotic efficiency of goodness-of-fit tests in multinomial distributions
• Asymptotic relative efficiency of wald tests in measurement error models
• Characterizations of multinormality and corresponding tests of fit, including for GARCH models
• Statistical inference for \(L^2\)-distances to uniformity
• Goodness-of-fit tests for a heavy tailed distribution
• Goodness-of-fit tests via phi-divergences
• A new approach to goodness-of-fit testing based on the integrated empirical process^*
• Large deviation results for the nonparametric regression function estimator on functional data
• 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
• A test of exponentiality against DMTTF alternatives via L-statistics
• 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
• 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
• Model checks for Cox-type regression models based on optimally weighted martingale residuals
• Large deviations for M-estimators
• On Bahadur efficiency of empirical likelihood
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• A new omnibus test of fit based on a characterization of the uniform distribution
• Goodness-of-fit test for specification of semiparametric copula dependence models
• Goodness-of-fit tests for the Pareto distribution based on its characterization
• 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
• Title not available (Why is that?)
• 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
• Large deviations of \(L_1\)-error of empirical measures on partitions
• A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes
• Efficient Tests of Nonstationary Hypotheses
• Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations.
• Asymptotic efficiency of new exponentiality tests based on a characterization
• Testing Conditional Independence Restrictions
• Kolmogorov tests of normality based on some variants of Polya's characterization
• A new test for multivariate normality
• Nonparametric Hypothesis Testing with Parametric Rates of Convergence
• Testing additivity in generalized nonparametric regression models with estimated parameters
• Moderate deviations for quadratic forms in Gaussian stationary processes
• Goodness-of-fit tests and second-order asymptotic relations
• Tail behaviour of Gaussian processes with applications to the Brownian pillow.
• Non-diagonalizability of the Frobenius-Perron operator and transition between decay modes of the time autocorrelation function.
• Asymptotic Pitman's relative efficiency
• Density testing in a contaminated sample
• Large deviations theorems in nonparametric regression on functional data
• Moment inequalities for HNBRUE with hypothesis testing application
• A test statistic with a ranking method based on the Jeffreys divergence measure
• Goodness-of-fit tests based on sup-functionals of weighted empirical processes
• Inferential procedures based on the integrated empirical characteristic function
• Memoryless reigns of the ``Sons of Heaven
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• Testing for a general class of functional inequalities
• Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives
• On the inconsistency of the unrestricted estimator of the information matrix near a unit root
• 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
• 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 Hodges and Lehmann’s “6/π Result”
• Bahadur Efficiency of Observational Block Designs
• Intermediate efficiency of some weighted goodness-of-fit statistics
• Statistical inference for multinomial populations based on a double index family of test statistics
• Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient
• Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation
• The test of exponentiality based on the mean residual life function revisited
• Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations
• A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions
• New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
• On the Asymptotic Relative Efficiency of the Mantel-Haenszel Test
• Large deviations for sums of bounded functions of a normalized sample under gamma distribution
• 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
• Some functional large deviations principles in nonparametric function estimation
• Goodness-of-fit tests based on a characterization of logistic distribution
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• Goodness-of-fit tests for the logistic location family
• Bayesian efficiency

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