A relation between the Chernoff index and the Pitman efficacy
From MaRDI portal
Publication:910123
DOI10.1016/0167-7152(90)90030-BzbMath0695.62062OpenAlexW1974895464MaRDI QIDQ910123
Publication date: 1990
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(90)90030-b
Related Items
Nonparametric hypothesis testing with small type I or type II error probabilities, On semiparametric statistical inferences in the moderate deviation zone, Hodges-Lehmann and Chernoff efficiencies of linear rank statistics
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large deviations of estimators
- Moderate and Cramér-type large deviation theorems for M-estimators
- On local and nonlocal measures of efficiency
- Chernoff efficiency and deficiency
- On the relation between Hodges‐Lehmann efficiency and Pitman efficiency
- Stochastic Comparison of Tests
- Estimates of Location Based on Rank Tests
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- Robust Statistics