Results 131 to 140 of about 3,404,623 (168)

Bahadur efficiency and robustness of studentized score tests

open access: yesAnnals of the Institute of Statistical Mathematics, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
He, X., Shao, Q.-M.
core   +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

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 \(
Hua Liang
exaly   +5 more sources

Approximate asymptotic Bahadur efficiency of independence tests with random sample size [PDF]

open access: yesJournal 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
core   +5 more sources

BAHADUR EFFICIENCY OF LIKELIHOOD RATIO AND RELATED TESTS IN NONREGULAR MODELS

The Australian Journal of Statistics, 1991
SummaryConsider the model of k populations whose densities are nonreg‐ular in the sense that they involve one or two unknown truncation parameters. In this paper a unified treatment of the problem of Bahadur efficiency of the likelihood ratio test for such a model is presented.
Stavros Kourouklis
exaly   +3 more sources

Bahadur Efficiency of Observational Block Designs

open access: yesJournal of the American Statistical Association, 2023
To be convincing, an observational or nonrandomized study of causal effects must demonstrate that its conclusions cannot be readily explained by a small unmeasured bias in the way individuals were assigned to treatment or control.
Paul R. Rosenbaum (8735217)
openaire   +2 more sources

Bahadur Efficiency of the Phi-Divergence Test Statistic

open access: yes, 2004
In this paper the Bahadur efficiency in the family of o-divergence statistics for goodness of fit in multinomial populations is studied.
Pardo Llorente, Leandro
core   +3 more sources

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
openaire   +1 more source

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
openaire   +1 more source

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