Limiting values of large deviation probabilities of quadratic statistics

DOI10.1016/0047-259X(90)90023-BzbMATH Open0713.62053MaRDI QIDQ750050FDOQ750050

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

Publication date: 1990

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

Recommendations

• Asymptotic properties of Neyman-Pearson tests for infinite Kullback- Leibler information
• Large deviations and asymptotic efficiency of integral statistics for testing independence
• scientific article; zbMATH DE number 4124809
• scientific article; zbMATH DE number 4216917
• scientific article; zbMATH DE number 4064154

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)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Title not available (Why is that?)
• Title not available (Why is that?)
• On netman-type smooth tests of fit
• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• On a Measure of Test Efficiency Proposed by R. R. Bahadur
• On the Optimum Rate of Transmitting Information
• Large deviation theorems for empirical probability measures
• Large deviations of the sample mean in general vector spaces
• On probabilities of excessive deviations for Kolmogorov-Smirnov, Cramér-von Mises and chi-square statistics
• Local asymptotics for linear rank statistics with estimated score functions
• Local Bahadur efficiency of rank tests for the independence problem
• On local and nonlocal measures of efficiency
• Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem
• Large deviations of goodness of fit statistics and linear combinations of order statistics
• Bahadur deficiency of likelihood ratio tests in exponential families
• Local comparison of linear rank tests, in the Bahadur sense
• Convergence rates of large deviation probabilities in the multidimensional case
• Title not available (Why is that?)
• Title not available (Why is that?)

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

This page was built for publication: Limiting values of large deviation probabilities of quadratic statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q750050)