Results 131 to 140 of about 202,325 (164)

Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function [PDF]

Metrika, 2022
We study the Bahadur efficiency of several weighted L2--type goodness--of--fit tests based on the empirical characteristic function. The methods considered are for normality and exponentiality testing, and for testing goodness--of--fit to the logistic ...
Bojana Milosevic, Marko Obradović
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Bahadur efficiency of the F-test

Journal of Statistical Planning and Inference, 1982
Abstract Extremal problems in large deviations of the F -statistic are considered. It is shown that the slowest rate of convergence over a specified class of distributions of the F -statistic is slower than exponential, and that the Bahadur efficiency of the F -statistic with respect to some distribution-free competitors is identically zero.
Barker, Lawrence, Sethuraman, J.
openaire   +1 more source

On the Bahadur-Efficient Testing of Uniformity by Means of the Entropy

IEEE Transactions on Information Theory, 2008
This paper compares the power divergence statistics of orders with the information divergence statistic in the problem of testing the uniformity of a distribution. In this problem, the information divergence statistic is equivalent to the entropy statistic.
Peter Harremoës, Igor Vajda
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On Bahadur asymptotic efficiency in a semiparametric regression model

Acta Mathematicae Applicatae Sinica, 1995
Summary: The authors consider Bahadur asymptotic efficiency of the MLE \(\widehat {\beta}_{ML}\) of \(\beta\), which is an unknown parameter vector in the semiparametric regression model \(Y_ i= X_ i^ \tau \beta+ g(T_ i)+ \varepsilon_ i\), where \(g\) is an unknown Hölder continuous function, \(\varepsilon_ i\) is a random error with density function \(
Liang, Hua, Cheng, Ping
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Bahadur efficiency and robustness of studentized score tests

Annals of the Institute of Statistical Mathematics, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
He, X., Shao, Q.-M.
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Local Bahadur efficiency of score tests

Journal of Statistical Planning and Inference, 1988
The Bahadur efficiency of the usual score test and Neyman's C(\(\alpha)\) test is studied. Both the approximate and exact slopes of the usual score test are obtained and it is shown that locally they both coincide with the optimal slope. The approximate slope of Neyman's C(\(\alpha)\) test is also obtained and it is shown to coincide locally with the ...
Akritas, Michael G., Kourouklis, Stavros
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Some characterization based exponentiality tests and their Bahadur efficiencies

Publications De L'Institut Mathematique, 2016
We propose new exponentiality tests based on a recent characterization. We construct integral and Kolmogorov-type statistics, derive their asymptotics and calculate the Bahadur efficiency against some common alternatives. We also obtain a class of locally optimal alternatives for each test.
Bojana Milosevic, Marko Obradović
exaly   +3 more sources

A Condition Under Which the Pitman and Bahadur Approaches to Efficiency Coincide

Annals of Statistics, 1976
The approximate Bahadur efficiency and the Pitman efficiency for hypothesis testing problems are considered. A theorem is stated and proved which gives a condition under which the existence of the limiting (as the alternative approaches the hypothesis) approximate Bahadur efficiency implies the existence of the limiting (as the significance level ...
exaly   +3 more sources

Bahadur efficiency and probabilities of large deviations

Statistica Neerlandica, 1977
The relative performance of two statistical tests of a hypothesis for large sample sizes is often investigated by means of asymptotic relative efficiencies in the sense of Pitman or Bahadur. Pitman efficiencies are directed at local alternatives, Bahadur efficiencies at fixed (non‐local) alternatives.
Groeneboom, P., Oosterhoff, J.
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Approximate asymptotic Bahadur efficiency of independence tests with random sample size [PDF]

Journal of the Italian Statistical Society, 1999
We compare various kind of independence tests based on samples with random size, in order to provide practitioners with some guidance for their choice based on approximate Bahadur efficiency. Such results are obtained for a wide class of distributions of the random index; the efficiency slopes of the statistics we consider are then expressed in terms ...
BEGHIN, Luisa, Y. NIKITIN
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