A relation between the Chernoff index and the Pitman efficacy

DOI10.1016/0167-7152(90)90030-BMaRDI QIDQ910123zbMATH OpenOpenAlexFDO

Authors Stavros Kourouklis

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

zbMATH Keywords

M-estimatorslocal equivalence of Chernoff efficiency and Pitman efficiency

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

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Cites work

• scientific article; zbMATH DE number 3951797 (Why is no real title available?)
• scientific article; zbMATH DE number 3990615 (Why is no real title available?)
• scientific article; zbMATH DE number 3229160 (Why is no real title available?)
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Chernoff efficiency and deficiency
• Estimates of Location Based on Rank Tests
• Large deviations of estimators
• Moderate and Cramér-type large deviation theorems for M-estimators
• On local and nonlocal measures of efficiency
• On the relation between Hodges‐Lehmann efficiency and Pitman efficiency
• Robust Statistics
• Stochastic Comparison of Tests

Cited in

(4)

• Hodges-Lehmann and Chernoff efficiencies of linear rank statistics
• Nonparametric hypothesis testing with small type I or type II error probabilities
• On the relation between Hodges‐Lehmann efficiency and Pitman efficiency
• On semiparametric statistical inferences in the moderate deviation zone

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