MS Ermakov - Theory of Probability & Its Applications, 2004 - SIAM
We study the lower bounds of efficiency for the moderate deviation probabilities of tests and estimators. These bounds cover both the logarithmic and strong asymptotics. For the …
L Baringhaus, D Gaigall - Journal of Multivariate Analysis, 2017 - Elsevier
Hotelling's T 2 tests in paired and independent survey samples are compared using the traditional asymptotic efficiency concepts of Hodges–Lehmann, Bahadur and Pitman, as …
L Baringhaus, D Gaigall, JP Thiele - Computational Statistics, 2018 - Springer
The paper deals with the asymptotic behaviour of estimators, statistical tests and confidence intervals for L^ 2 L 2-distances to uniformity based on the empirical distribution function, the …
MS Ermakov - Journal of Mathematical Sciences, 2008 - Springer
Recently, we have shown that the Hajek-Le Cam lower bound for asymptotic efficiency in estimation and the lower bound for the Pitman efficiency in hypothesis testing can be …
MS Ermakov - Problems of Information Transmission, 2008 - Springer
For the problem of signal detection in Gaussian white noise, we obtain lower bounds for the asymptotics of moderate deviation probabilities of type I and type II errors. These …
YY Nikitin - Journal of statistical planning and inference, 1991 - Elsevier
Linear rank statistics for the two-sample problem are considered. Under general conditions on the score function and the distribution of the observations large deviation asymptotics for …
S Kourouklis - Statistics & probability letters, 1990 - Elsevier
A RELATION BETWEEN THE CHERNOFF INDEX AND THE PITMAN EFFICACY lim t log (P,(e) +h,) = -e(e). (1.2) e(e)=i(ee,)‘2(1+0(1)}. Page 1 Statistics & Probability Letters 9 (1990) 391-395 …
Zusammenfassung Es werden Effizienzbegriffe zum Vergleich von statistischen Tests basierend auf verschiedenen statistischen Experimenten eingeführt. Dabei handelt es sich …
Researchers are often interested in comparing a set of competing treatments. This type of inference falls under the heading of subset selection or multiple comparisons. In the one …