| Title:
|
On Hodges-Lehmann optimality of LR tests (English) |
| Author:
|
Rublík, František |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
30 |
| Issue:
|
2 |
| Year:
|
1994 |
| Pages:
|
199-210 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F05 |
| MSC:
|
62F12 |
| idZBL:
|
Zbl 0812.62019 |
| idMR:
|
MR1283495 |
| . |
| Date available:
|
2009-09-24T18:46:21Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124998 |
| . |
| Reference:
|
[1] R. R. Bahadur: Some Limit Theorems in Statistics.SIAM, Philadelphia, 1971. Zbl 0257.62015, MR 0315820 |
| Reference:
|
[2] L. D. Brown: Non-local asymptotic optimality of appropriate likelihood ratio tests.Ann. Math. Statist. 42 (1971), 1206-1240. Zbl 0247.62008, MR 0314167 |
| Reference:
|
[3] D. G. Herr: Asymptotically optimal tests for multivariate normal distributions.Ann. Math. Statist. 38 (1967), 1829-1844. Zbl 0153.47801, MR 0223004 |
| Reference:
|
[4] J. L. Hodges, E. L. Lehmann: The efficiency of some nonparametric competitors of the $t$-test.Ann. Math. Statist. 27 (1956), 324-335. Zbl 0075.29206, MR 0079383 |
| Reference:
|
[5] W. Hoeffding: Asymptotically optimal tests for multinomial distributions.Ann. Math. Statist. 36 (1965), 369-408. Zbl 0135.19706, MR 0173322 |
| Reference:
|
[6] F. Rublík: On optimality of the LR tests in the sense of exact slopes. II. Application to individual distributions.Kybernetika 25 (1989), 117-135. MR 0995954 |
| Reference:
|
[7] S. Kourouklis: Hodges-Lehmann optimality of the likelihood ratio test in regular exponential families of distributions.TR. No. 73, Dept. of Statistics, The Pennsylvania State University, 1987. |
| Reference:
|
[8] S. Kourouklis: Hodges-Lehmann efficacies of certain tests in multivariate analysis and regression analysis.Canadian J. Statist. 16 (1988), 87-95. Zbl 0645.62032, MR 0963737 |
| Reference:
|
[9] A. M. Kshirsagar: Multivariate Analysis.Marcel Dekker, New York, 1972. Zbl 0246.62064, MR 0343478 |
| Reference:
|
[10] M. S. Srivastava, C. G. Khatri: An Introduction to Multivariate Statistics.North-Holland, New York 1979. Zbl 0421.62034, MR 0544670 |
| Reference:
|
[11] I. Vajda: Generalization of discrimination-rate theorems of Chernoff and Stein.Kybernetika 26 (1990), 273-288. Zbl 0727.62026, MR 1080281 |
| . |
