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

DOI10.1214/aoms/1177700377zbMath0279.62007OpenAlexW2033514453WikidataQ106702818 ScholiaQ106702818MaRDI QIDQ4765871

Leon Jay Gleser

Publication date: 1964

Published in: The 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

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

Related Items (6)

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

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