Moderately large deviations and expansions of large deviations for some functionals of weighted empirical processes

DOI10.1214/aop/1176989137zbMath0786.60027OpenAlexW1991573001MaRDI QIDQ688074

Publication date: 21 April 1994

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989137

zbMATH Keywords

Brownian bridge large deviations discrete stochastic control moderately large deviations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Large deviations (60F10)

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Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics ⋮ Nonparametric tests for stochastic ordering ⋮ Tail behaviour of Gaussian processes with applications to the Brownian pillow. ⋮ On conditions of Bahadur local asymptotic optimality of weighted Kolmogorov-Smirnov statistics ⋮ Data-driven smooth tests for a location-scale family revisited ⋮ Intermediate efficiency by shifting alternatives and evaluation of power ⋮ Intermediate efficiency of some weighted goodness-of-fit statistics ⋮ Vanishing shortcoming and asymptotic relative efficiency.

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