Results 121 to 130 of about 202,325 (164)

Bahadur efficiencies of spacings tests for goodness of fit [PDF]

open access: yesAnnals of the Institute of Statistical Mathematics, 1989
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xian Zhou, S Rao Jammalamadaka
exaly   +7 more sources

Sequential Bahadur Efficiency [PDF]

open access: yesAnnals of Statistics, 1978
The notion of Bahadur efficiency for test statistics is extended to the sequential case and illustrated in the specific context of testing one-sided hypotheses about a normal mean. An analog of Bahadur's theorem on the asymptotic optimality of the likelihood ratio statistic is seen to hold in the normal case. Some possible definitions of attained level
Robert H Berk, L D Brown
exaly   +5 more sources

Bahadur Efficiencies of the Epps–Pulley Test for Normality

open access: yesJournal of Mathematical Sciences, 2023
The test for normality suggested by Epps and Pulley (1983) is a serious competitor to tests based on the empirical distribution function. In contrast to the latter procedures, it has been generalized to obtain a genuine affine invariant and universally consistent test for normality in any dimension.
Norbert Henze
exaly   +5 more sources

Bahadur Efficiencies of the Student's $t$-Tests

open access: yesAnnals of Statistics, 1978
An extremal problem in large deviation is solved for the one and two sample $t$-statistic. Let $T_n = \bar{X}/s_X$ be the $t$-statistic, except for normalizing constants, based on $n$ independent observations fron $F$ where $\bar{X}$ and $s_X$ are the sample mean and standard deviation. The statistic for the two sample case is $T_n = (\bar{X} - \bar{Y})
J Sethuraman
exaly   +3 more sources

Bivariate Tests for Location and Their Bahadur Efficiencies

open access: yesAnnals of Mathematical Statistics, 1972
We consider $(X_1, Y_1), (X_2, Y_2), \cdots, (X_n, Y_n)$, random sample from an absolutely continuous bivariate, population with symmetric density $f(x, y)$ and test $H_0: f(x, y)$ symmetric about (0,0) against $H_1:$ all possible location alternatives. Hotelling's $T^2$ statistic is often used for this test. We denote a form of this statistic by $T_n^{
Timothy J Killeen   +1 more
exaly   +4 more sources

On Bahadur efficiency of empirical likelihood

Journal of Econometrics, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Taisuke Ōtsu
exaly   +3 more sources

Exact Bahadur Efficiencies for Tests of the Multivariate Linear Hypothesis

open access: yesAnnals of Statistics, 1979
The notion of Bahadur efficiency is used to compare multivariate linear hypothesis tests based on six criteria: (1) Roy's largest root, (2) the likelihood ratio test, (3) the Lawley-Hotelling trace, (4) Pillai's trace, (5) Wilks' $U$, and (6) Olson's statistic. Bahadur exact slope is computed for each statistic as a function of noncentrality parameters
exaly   +5 more sources

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