Journal Menu
Volume 8, Issue 1 (2020), Pages [1] - [86]
SECOND ORDER ASYMPTOTIC OPTIMALITY IN TESTING PROBLEM WITH ONE DIMENTIONAL PARAMETER
[1] W. Albers, P. J. Bickel and W. R. Van Zwet, Asymptotic expansion for the power of distribution free tests in the one-sample problem, Annals of Statistics 4(1) (1976), 108-156; Correction 6(5) (1978), 1170-1171.
DOI: https://doi.org/10.1214/aos/1176343350
[2] W. Albers, Some Asymptotic Results for Rank Tests with Nuisance Parameter, In: Proceedings of the 3rd Prague Symposium on Asymptotical Statistics, P. Mandl and M. Hušková (Editors), Elsevier Science Publishers, Amsterdam-New-York-Oxford (1984), 159-164.
[3] W. Albers, Rates of Convergence and Expansions for Rank Tests: A Review and Some Remarks on the Nuisance Parameter Case, In: Proceedings of the 7th Conference on Probability Theory, (M. Iosifescu, Editor),
[4] W. Albers and M. G. Akritas, Combined rank tests for the two-sample problem with randomly censored data, Journal of the American Statistical Association 82(398) (1987), 648-655.
DOI: https://doi.org/10.1080/01621459.1987.10478479
[5] W. Albers, Deficiencies of Combined Rank Tests, Medical Informatics and Statistics, Report 19,
[6] W. Albers, Second order analysis of two-stage rank tests for the one-sample problem, Annals of Statistics 19(2) (1991), 1042-1052.
DOI: https://doi.org/10.1214/aos/1176348136
[7] R. R. Bahadur, Stochastic comparison of tests, Annals of Mathematical Statistics 31(2) (1960), 276-295.
DOI: https://doi.org/10.1214/aoms/1177705894
[8] R. R. Bahadur, On the asymptotic efficiency of tests and estimates, Sankhya 22(3-4) (1960), 229-252.
[9] R. R. Bahadur, Some Limit Theorems in
[10] K.-L. Bender, Vergleich der Einhullenden Gutefunktionen Dritter Ordnung fur Verschiedene Klassen von Testverfahren, Inaugural-Dissertation, Köln, 1980.
[11] V. E. Bening, A formula for deficiency: One sample L- and R-tests I, Mathematical Methods of Statistics 4(2) (1995), 167-188.
[12] V. E. Bening, A formula for deficiency: One sample L- and R-tests II, Mathematical Methods of Statistics 4(3) (1995), 274-293.
[13] V. E. Bening, Asymptotic Analysis of the Distributions of Some Asymptotically Efficient Test Statistics, Doct. Sci. Thesis,
[14] V. E. Bening, Some properties of asymptotically efficient U-statistics, Teor. Veroyatn. Primen. 42 (1997), 382-384 (in Russian).
[15] V. E. Bening, Deficiencies of combined L-tests, Journal of Mathematical Sciences 92(4) (1998), 4003-4009.
DOI: https://doi.org/10.1007/BF02432333
[16] V. E. Bening and D. M. Chibisov, Higher order asymptotic optimality in testing problem with nuisance parameters I, Mathematical Methods of Statistics 8(2) (1999), 142-165.
[17] P. J. Bickel and W. R. Van Zwet, Asymptotic expansions for the power of distribution free tests in the two-sample problem, Annals of Statistics 6(5) (1978), 937-1004.
DOI: https://doi.org/10.1214/aos/1176344305
[18] P. J. Bickel, D. M. Chibisov and W. R. Van Zwet, On efficiency of first and second order, International Statistical Review 49(2) (1981), 169-175.
DOI: https://doi.org/10.2307/1403070
[19] H. Chernoff, A measure of asymptotic efficiency for tests of a hypothesis based on sum of observations, Annals of Mathematical Statistics 23(4) (1952), 493-507.
DOI: https://doi.org/10.1214/aoms/1177729330
[20] H. Chernoff, Large-sample theory: Parametric case, Annals of Mathematical Statistics 27(1) (1956), 1-22.
DOI: https://doi.org/10.1214/aoms/1177728347
[21] D. M. Chibisov, Asymptotic Expansions for Neyman’s Tests, In: Proceedings of the Second Japan-USSR Symposium on Probability Theory, Lecture Notes in Mathematics 330 (1973), 16-45.
DOI: https://doi.org/10.1007/BFb0061479
[22] D. M. Chibisov, Asymptotic Expansions for Some Asymptotically Optimal Tests, In: Proceedings of the
[23] D. M. Chibisov, Asymptotic Expansions and Deficiencies of Tests, In: Proceedings of the International Congress of Mathematicians, Warszawa 2 (1983), 1063-1079.
[24] D. M. Chibisov, Calculation of the deficiency of asymptotically efficient tests, Theory of Probability & Its Applications 30(2) (1986), 289-310.
DOI: https://doi.org/10.1137/1130037
[25] F. Götze and H. Milbrodt, The work of Johan Pfanzagl, Mathematical Methods of Statistics 8(2) (1999), 121-141.
[26] P. Groeneboom and J. Oosterhoff, Bahadur efficiency and probabilities of large deviations, Statistica Neerlandica 31(1) (1977), 1-24.
DOI: https://doi.org/10.1002/stan.1977.31.1.1
[27] P. Groeneboom, Large Deviations and Asymptotic Efficiencies, Mathematical Centre Tracts 118,
[28] P. Groeneboom and J. Oosterhoff, Bahadur efficiency and small-sample efficiency, International Statistical Review 49(2) (1981), 127-141.
DOI: https://doi.org/10.2307/1403067
[29] J. Hájek, Local Asymptotic Minimax and Admissibility in Estimation, In: Proceedings of the Sixth
[30] R. Helmers, Edgeworth expansions for linear combinations of order statistics with smooth weight functions, Annals of Statistics 8(6) (1980), 1361-1374.
DOI: https://doi.org/10.1214/aos/1176345207
[31] R. Helmers, Edgeworth Expansions for Linear Combinations of Order Statistics, Mathematisch Centrum
[32] T. P. Hettmansperger, Statistical Inference Based on Ranks, Wiley,
[33] J. L. Hodges Jr. and E. L. Lehmann, Deficiency, Annals of Mathematical Statistics 41(3) (1970), 783-801.
DOI: https://doi.org/10.1214/aoms/1177696959
[34] W. C. M. Kallenberg, Asymptotic Optimality of Likelihood Ratio Tests in Exponential Families, Report 77, Department of Mathematics, Vrije Universiteit, Amsterdam, 1978.
[35] W. C. M. Kallenberg, Bahadur deficiency likelihood ratio tests in exponential families, Journal of Multivariate Analysis 11(4) (1981), 506-531.
DOI: https://doi.org/10.1016/0047-259X(81)90093-2
[36] C. A. J. Klaassen and W. R. Van Zwet, On Estimating a Parameter and Its Score Function, In: Proceedings of the
[37] V. S. Koroljuk and Yu. V. Borovskich, Theory of U-Statistics, Naukova Dumka,
[38] Ya. Yu. Nikitin, Hodges-Lehmann and Chernoff efficiencies of linear rank statistics, Journal of Statistical Planning and Inference 29(3) (1991), 309-323.
DOI: https://doi.org/10.1016/0378-3758(91)90006-Z
[39] G. E. Noether, On a theorem of Pitman, Annals of Mathematical Statistics 26(1) (1955), 64-68.
DOI: https://doi.org/10.1214/aoms/1177728593
[40] J. Pfanzagl, Asymptotic expansions related to minimum contrast estimators, Annals of Statistics 1(6) (1973), 993-1026; Corrections 2(6) (1974), 1357-1358.
DOI: https://doi.org/10.1214/aos/1176342554
[41] J. Pfanzagl, Asymptotically Optimum Estimation and Test Procedures, In: Proceedings of the
[42] J. Pfanzagl, On Asymptotically Complete Classes, In: Statistical Inference and Related Topics, (M. L. Puri, Editor), 2, pp. 1-43, Academic Press,
[43] J. Pfanzagl and
DOI: https://doi.org/10.1007/BF00635963
[44] J. Pfanzagl, First Order Efficiency Implies Second Order Efficiency, In: Contributions to Statistics, Jaroslav Hájek Memorial Volume (J. Jurecková, Editor), pp. 167-196, Academia,
[45] J. Pfanzagl, Asymptotic Expansions in Parametric Statistical Theory, In: Developments in Statistics, 3, pp. 1-97, (P. R. Krishnaiah, Editor), Academic Press,
DOI: https://doi.org/10.1016/B978-0-12-426603-2.50007-5
[46] J. Pfanzagl and W. Wefelmeyer, Contributions to a General Asymptotic Statistical Theory, Lecture Notes in Statistics 13, Springer-Verlag, New York, 1982.
[47] J. Pfanzagl and
[48] E. J. G. Pitman, Lecture Notes on Nonparametric Statistical Inference, Lectures given for the University of North Carolina, Institute of Statistics, 1948.
[49] W. R. Van Zwet and J. Oosterhoff, On the combinations of independent test statistics, Annals of Mathematical Statistics 38(3) (1967), 659-680.
DOI: https://doi.org/10.1214/aoms/1177698861
[50] A. Wald, Asymptotically most powerful tests of statistical hypothesis, Annals of Mathematical Statistics 12(1) (1941), 1-19.
DOI: https://doi.org/10.1214/aoms/1177731783
[51] V. E. Bening, Asymptotic Theory of Testing Statistical Hypotheses: Efficient Statistics, Optimality, Power Loss and Deficiency,