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The Combination of the Sign and Wilcoxon Tests for Symmetry and Their Pitman Efficiency

2001
We 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
openaire   +1 more source

An equivalent formula for Pitman’s asymptotic relative efficiency under weakened assumptions

Statistics & Probability Letters, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Pitman efficiencies of \(L_ p\)-goodness-of-fit tests

Kybernetika, 1994
Summary: 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
openaire   +2 more sources

Relations between Pitman efficiency and Fisher information

1970
Some 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.
openaire   +1 more source

Second-Order Pitman Admissibility and Pitman Closeness: The Multiparameter Case and Stein-Rule Estimators

Journal of Multivariate Analysis, 1996
Jayanta K Ghosh   +2 more
exaly  

Bayesian pitman closeness

Communications in Statistics - Theory and Methods, 1991
Sen Pranab Kumar
exaly  

Second-Order Pitman Closeness and Pitman Admissibility

Annals of Statistics, 1994
Jayanta 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  

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