On asymptotic efficiency and local
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 12, Tome 351 (2007), pp. 219-231
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Many well-known homogeneity tests are based on two-sample $U$- and
$V$-statistics. Using their large deviation asymptotics we calculate
for them the local Bahadur efficiency for common alternatives and
find general conditions of their local asymptotic optimality.
@article{ZNSL_2007_351_a10,
author = {V. V. Litvinova and Ya. Yu. Nikitin},
title = {On asymptotic efficiency and local},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {219--231},
publisher = {mathdoc},
volume = {351},
year = {2007},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_351_a10/}
}
V. V. Litvinova; Ya. Yu. Nikitin. On asymptotic efficiency and local. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 12, Tome 351 (2007), pp. 219-231. http://geodesic.mathdoc.fr/item/ZNSL_2007_351_a10/