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The Combination of the Sign and Wilcoxon Tests for Symmetry and Their Pitman Efficiency
2001We consider the efficiency properties of the test of symmetry based on the sequence of statistics Gn = aS n +bW n , where S n and W n are the classical sign and Wilcoxon statistics and a and b are some constants. Pitman efficiency of this test with respect to the student test in the case of location alternatives and its maximum with respect to a and b ...
G. Burgio, Ya. Yu. Nikitin
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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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Second-Order Pitman Closeness and Pitman Admissibility
Annals of Statistics, 1994Jayanta K Ghosh +2 more
exaly
Pitman Closeness of Order Statistics to Population Quantiles
Communications in Statistics Part B: Simulation and Computation, 2009, Katherine F Davies, Jérôme P Keating
exaly

