[图书][B] Asymptotic efficiency of nonparametric tests

IAIU Nikitin - 1995 - books.google.com
Choosing the most efficient statistical test is one of the basic problems of statistics.
Asymptotic efficiency is an indispensable technique for comparing and ordering statistical …

On asymptotically efficient statistical inference for moderate deviation probabilities

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 …

[HTML][HTML] Hotelling's T2 tests in paired and independent survey samples: An efficiency comparison

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 …

Statistical inference for -distances to uniformity

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 …

On semiparametric statistical inferences in the moderate deviation zone

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 …

Nonparametric hypothesis testing with small type I or type II error probabilities

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 …

Hodges-Lehmann and Chernoff efficiencies of linear rank statistics

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 …

A relation between the Chernoff index and the Pitman efficacy

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 …

[PDF][PDF] Vergleich von statistischen Tests im verbundenen und unabhängigen Stichprobenfall

D Gaigall - 2016 - repo.uni-hannover.de
Zusammenfassung Es werden Effizienzbegriffe zum Vergleich von statistischen Tests
basierend auf verschiedenen statistischen Experimenten eingeführt. Dabei handelt es sich …

[图书][B] Robust multiple comparison procedures

SE White - 1991 - search.proquest.com
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 …