Limiting values of large deviation probabilities of quadratic statistics

DOI10.1016/0047-259X(90)90023-BMaRDI QIDQ750050zbMATH OpenFDO

Authors G. A. M. Jeurnink, Wilbert C. M. Kallenberg

Publication date 1990

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

eigenfunctionslikelihood ratio testsAnderson-Darling statisticlargest eigenvaluequadratic statisticsintegral operatorquadratic functionalsKullback-Leibler informationBahadur efficiencyHilbert-Schmidt operatorNeyman's smooth testlocal limits of large deviation probabilitiessums of k-dimensional random vectorsgeneralized Cramér-von Mises statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)

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Cites work

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• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem
• Approximation Theorems of Mathematical Statistics
• Bahadur deficiency of likelihood ratio tests in exponential families
• Convergence rates of large deviation probabilities in the multidimensional case
• Large deviation theorems for empirical probability measures
• Large deviations of goodness of fit statistics and linear combinations of order statistics
• Large deviations of the sample mean in general vector spaces
• Local Bahadur efficiency of rank tests for the independence problem
• Local asymptotics for linear rank statistics with estimated score functions
• Local comparison of linear rank tests, in the Bahadur sense
• On a Measure of Test Efficiency Proposed by R. R. Bahadur
• On local and nonlocal measures of efficiency
• On netman-type smooth tests of fit
• On probabilities of excessive deviations for Kolmogorov-Smirnov, Cramér-von Mises and chi-square statistics
• On the Optimum Rate of Transmitting Information

Cited in

(3)

• Large deviations of degenerate Mises functionals.
• Quadratic and rate-independent limits for a large-deviations functional
• Large deviations behavior for the quadratic error of density estimate

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