Stochastic Comparison of Tests

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Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
Semi-parametric specification tests for mixing distributions
Local Bahadur efficiency of rank tests for the independence problem
Stochastic bounds for attained levels
Large deviations and asymptotic efficiency of a statistic of integral type. II
Competitors of the Wilcoxon signed rank test
Local Bahadur efficiency of score tests
Relative efficiencies of goodness of fit procedures for assessing univariate normality
Some test statistics based on the martingale term of the empirical distribution function
Allocating observations between two normal populations to maximize the half slope of the F-test
Bahadur deficiency of likelihood ratio tests in exponential families
Bahadur efficiency of the F-test
Limit distributions and comparative asymptotic efficiency of the Smirnov- Kolmogorov statistics with a random index
Local comparison of linear rank tests, in the Bahadur sense
On the Hodges-Lehmann approximate efficiency
On Kolmogorov-Smirnov-type tests for symmetry
Multivariate nonparametric tests for independence
A new integral nonparametric test for the affine symmetry hypothesis
A Bayesian method for combining statistical tests
On nonparametric tests for symmetry in \(R^ m\)
Combining independent tests of triangular distribution
Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models
Tail behaviour of Gaussian processes with applications to the Brownian pillow.
On consistent testing for serial correlation of unknown form in vector time series models.
A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test.
Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies
A power comparison between autocorrelation based tests
Chernoff index for Cox test of separate parametric families
A comparison of nonnested tests for misspecified models using the method of approximate slopes
Bahadur efficiency and robustness of Studentized score tests
Adaptive tests in statistical problems with finite nuisance parameter
On the limiting Pitman efficiency of some rank tests of independence
Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence
GMM tests for the Katz family of distributions
Bahadur and Hodges-Lehmann approximate efficiencies of tests based on spacings
On Wieand's theorem
Bayesian efficiency
Integral transform methods in goodness-of-fit testing. II: The Wishart distributions
Spectral equivalence of Gaussian random functions: operator approach
TFisher: a powerful truncation and weighting procedure for combining \(p\)-values
Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency
Integral transform methods in goodness-of-fit testing. I: The gamma distributions
An evaluation of statistical methods for aggregate patterns of replication failure
On the robustness of mixture index of fit
Goodness-of-fit tests based on a characterization of logistic distribution
New characterization-based symmetry tests
Bahadur intercept with applications to one-sided testing
Testing nonparametric and semiparametric hypotheses in vector stationary processes
The p value line: a way to choose the tuning constant in tests based on the Huber M-estimator
A comparison of mean-variance efficiency tests
A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions
New goodness-of-fit tests for Pareto I type distribution, based on some characterization
On testing for independence between the innovations of several time series
A K-S type test for exponentiality based on empirical Hankel transforms
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
Granger causality in risk and detection of extreme risk spillover between financial markets
scientific article; zbMATH DE number 4133300 (Why is no real title available?)
Some rank tests for one–sided many–one comparisons
Tests for symmetry about an unknown value based on the empirical distribution function
Relative efficiencies of goodness-of-fit procedures with truncated data
The bahadur efficiency of paired versus joint ranking procedures for pa1rwtse multiple comparisons
Nonparametrics: Retrospectives and perspectives^*
Data dependent cells chi-square test with recurrent events
A modification of watson's statistic for goodness-of-fit
A class of tests for exponentiality based on a continuum of moment conditions
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Bahadur efficiency and local optimality of a test for the exponential distribution based on the gini statistic
The econometrics of mean‐variance efficiency tests: a survey
Goodness of fit tests using regression
On statistical transform methods and their efficiency
An asymptotically optimal nonpammetrf c statistic foe testing equality of two normal population mea1s and ¥a1xance5
A comparison of approximations to the distribution of average kendall tau
Stochastic equivalence of ranking methods
Behavior of Two-Sample Rank Tests at Infinity
On a cramér-von mises type statistic for testing bivariate independence
Corrected portmanteau tests for VAR models with time-varying variance
Vitesses maximales de d�croissance des erreurs et tests optimaux associ�s
A survey of nonparametric tests for scale
Bahadur efficiency and probabilities of large deviations
The chernoff efficiency of the wilcoxon rank test
On the relation between Hodges‐Lehmann efficiency and Pitman efficiency
Asymptotic evaluation of weighted nonparametric combination procedures
COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY
Conditional large deviations for density case
Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean
ASYMPTOTIC EFFICIENCY OF ANALYSIS OF RAO'S QUADRATIC ENTROPY
ASYMPTOTIC EFFICIENCY OF ANALYSIS OF RAO'S QUADRATIC ENTROPY
KMT‐type inequalities and goodness‐of‐fit tests
A Note on Signed Rank Tests for the Changepoint Problem
Asymptotic Pitman's relative efficiency
Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes
A new omnibus test of fit based on a characterization of the uniform distribution
On combining independent tests in case of conditional normal distribution
Multivariate hypothesis testing using generalized and {2}-inverses – with applications
Influences of misspecification on asymptotic relative efficiency of coefficients of determination: application to agriculture
Hodges-Lehmann optimality for testing moment conditions
Consistent testing for non‐correlation of two cointegrated ARMA time series
Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models
THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK

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