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An equivalent formula for Pitman’s asymptotic relative efficiency under weakened assumptions
Statistics & Probability Letters, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Pitman efficiencies of \(L_ p\)-goodness-of-fit tests
Kybernetika, 1994Summary: Pitman efficiencies are used to describe the problem of choice of the number of classes in \(L_ p\)-goodness-of-fit tests \((p\geq 1)\) based on histogram density estimates. We consider the case where the number of classes increases with the sample size.
Jan Beirlant, László Györfi
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Relations between Pitman efficiency and Fisher information
1970Some fundamental relations between the efficacy of a test statistic for any finite sample and information in that statistic are derived. These results are used to point out the relations between Pitman efficiency and Fisher information. The equivalence of Pitaman efficiency and Fisher's definition of asymptotic relative efficiency for estimates is ...
Raghavachari, M., DeGroot, M. H.
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Pitman Closeness of Order Statistics to Population Quantiles
Communications in Statistics Part B: Simulation and Computation, 2009Katherine Davies, Jérôme P Keating
exaly
On pitman nearness and variance of estimators
Communications in Statistics - Theory and Methods, 1986Ravindra Khattree, Shyamal Das Peddada
exaly