On a Measure of Test Efficiency Proposed by R. R. Bahadur

DOI10.1214/AOMS/1177700377zbMATH Open0279.62007OpenAlexW2033514453WikidataQ106702818 ScholiaQ106702818MaRDI QIDQ4765871FDOQ4765871

Authors: Leon Jay Gleser 

Publication date: 1964

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

Full work available at URL: https://doi.org/10.1214/aoms/1177700377

Mathematics Subject Classification ID

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

Cited In (6)

• Testing equality of variances in the analysis of repeated measurements
• Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes
• Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
• Asymptotic evaluation of weighted nonparametric combination procedures
• Bahadur intercept with applications to one-sided testing
• Limiting values of large deviation probabilities of quadratic statistics

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