[图书][B] Probability theory and statistical inference: Empirical modeling with observational data

A Spanos - 2019 - books.google.com
Doubt over the trustworthiness of published empirical results is not unwarranted and is often
a result of statistical mis-specification: invalid probabilistic assumptions imposed on data …

[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 …

[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 …

On the relation between Hodges‐Lehmann efficiency and Pitman efficiency

S Kourouklis - Canadian Journal of Statistics, 1989 - Wiley Online Library
Abstract The relation between Hodges–Lehmann efficiency and Pitman efficiency is studied
in the context of testing one‐sided hypotheses about a real‐valued parameter. It is first …

Hodges-Lehmann optimality of tests

WCM Kallenberg, S Kourouklis - Statistics & probability letters, 1992 - Elsevier
At several places in the literature there are indications that many tests are optimal in the
sense of Hodges-Lehmann efficiency. It is argued here that shrinkage of the acceptance …

On an asymptotic relative efficiency concept based on expected volumes of confidence regions

L Baringhaus, D Gaigall - Statistics, 2019 - Taylor & Francis
The paper deals with an asymptotic relative efficiency concept for confidence regions of
multidimensional parameters that is based on the expected volumes of the confidence …

Applied regression analysis bibliography update 1988-89

NR Draper - Communications in Statistics-Theory and Methods, 1990 - Taylor & Francis
The 25-page Bibliography in Applied Regression Analysis, 2nd edition, by NR Draper and
H. Smith, published by Wiley in 1981, is extended by a list of selected references available …

[PDF][PDF] On Hodges-Lehmann optimality of LR tests

F Rublík - Kybernetika, 1994 - dml.cz
Lehmann optimal (HL optimal) for testing Qo against 0—Qo, if (CI) and (11) imply that lim—
log [lp u {0)]=-K (n0, 0, p)(13) u^ o nu for each 9 G 0-fio• The HL optimality was investigated …

[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 …