@article{ZNSL_2007_351_a6,
author = {M. S. Ermakov},
title = {On semiparametric inference in moderate deviation zone},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {129--140},
year = {2007},
volume = {351},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_351_a6/}
}
M. S. Ermakov. On semiparametric inference in moderate deviation zone. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 12, Tome 351 (2007), pp. 129-140. http://geodesic.mathdoc.fr/item/ZNSL_2007_351_a6/
[1] R. R. Bahadur, “Asymptotic efficiency of tests and estimates”, Sankhya, 22 (1960), 229–252 | MR | Zbl
[2] P. Bickel, C. Klaassen, Y. Ritov, J. A Wellner, Efficient and adaptive estimation for the semiparametric models, John Hopkins University Press, Baltimore, 1993 | MR | Zbl
[3] P. J. Bickel, J Kwon J., “Inference for semiparametric models: some questions and an answer”, Statistica Sinica, 11 (1993), 863–960 | MR
[4] A. A. Borovkov, A. A. Mogulskii, Bolshie ukloneniya i proverka statisticheskikh gipotez, Trudy Instituta Matematiki Rossiiskoi Akad. Nauk, Sibirskoe Otdelenie, Nauka, Novosibirsk, 1992 | MR
[5] A. A. Borovkov, A. A. Mogulskii, “Bolshie ukloneniya i statisticheskii printsip invariantnosti”, Teoriya veroyatn. i ee primen., 37 (1992), 11–18 | MR | Zbl
[6] H. Chernooff, “A measure of asymptotic efficiency for tests of a hypothesis based on sums of observations”, Ann. Math. Statist., 23 (1952), 493–507 | DOI | MR
[7] D. L. Donoho, R. C. Liu, Geometrizing rates of convergence. I, Technical Report. 137, Dept. Statistics, Univ. California, Berkeley, 1987
[8] M. S. Ermakov, “Asymptotic minimaxity of usual goodness of fit tests”, Probability Theory and Mathematical Statistics, Proc. of the 5th Vilnius Conf., 1, ed. Grigelionis et al., VSP/Mokslas, Vilnius, 1991, 323–331 | MR
[9] M. S. Ermakov, “On asymptotic minimaxity of rank tests”, Statist. Probab. Lett., 15 (1992), 191–196 | DOI | MR | Zbl
[10] M. S. Ermakov, “Bolshie ukloneniya empiricheskikh mer i proverka gipotez”, Zap. nauchn. semin. LOMI, 207, 1993, 37–60
[11] M. S. Ermakov, “Asimptoticheski effektivnye statisticheskie vyvody dlya veroyatnostei umerennykh uklonenii”, Teoriya veroyatnostei i ee primeneniya, 48 (2003), 676–700 | MR | Zbl
[12] M. S. Ermakov, “Importance sampling for simulation of moderate deviations of statistics”, Statistics and Decision, 2008 (to appear) | Zbl
[13] J. Hajek, “Local asymptotic minimax and admisibility in estimation”, Proc. Sixth Berkeley Symp. on Math. Statist. and Probab., 1, California Univ. Press, Los Angelos, 1972, 175–194 | MR | Zbl
[14] J. L. Hodges, E. L. Lehmann, “On some nonparametric competitors of the $t$-test”, Ann. Math. Statist., 27 (1956), 324–335 | DOI | MR | Zbl
[15] I. A. Ibragimov, R. Z. Khasminskii, “Asymptotically normal families of distributions and efficient estimation”, Ann. Statist., 19 (1991), 1681–1721 | DOI | MR
[16] W. C. M. Kallenberg, “Intermediate efficiency, theory and examples”, Ann. Statist., 11 (1983), 170–182 | DOI | MR | Zbl
[17] Yu. A. Koshevnik, B. Ya. Levit, “O neparametricheskom analoge informatsionnoi matritsy”, Teoriya veroyatnostei i primeneniya, 21:4 (1976), 759–774 | MR | Zbl
[18] S. Kourauklis, “On the relation between Hodges–Lehman efficiency and Pitman efficiency”, Canad. J. Statist., 17 (1989), 311–318 | DOI | MR
[19] S. Kourauklis, “A relation between the Chernoff index and the Pitman efficiency”, Statist. Probab. Lett., 9 (1990), 391–395 | DOI | MR
[20] L. Le Cam, Asymptotic methods in statistical decision theory, Springer-Verlag, NY, 1986 | MR
[21] B. Ya. Levit, “On optimality of some statistical estimates”, Proc. Prague Sympos. on Asymptotic Statist., 2, Prague, 1974, 215–238 | MR
[22] M. Radavichius, “From asymptotic efficiency in minimax sense to Bahadur efficiency”, New Trends in Probab. and Statist., 1, eds. V. Sazonov and T. Shervashidze, VSP/Mokslas, Vilnius, 1991, 629–635 | MR
[23] Ch. Stein, “Efficient nonparametric testing and estimation”, Third Berkeley Symp. Math. Statist. and Probab., 1, Univ. California Press, Berkeley, 1956, 187–195 | MR
[24] A. W. van der Vaart, “On differentiable functionals”, Ann. Statist., 19 (1991), 178–204 | DOI | MR | Zbl
[25] A. W. van der Vaart, Asymptotic Statistics, Cambridge University Press, 1998 | MR
[26] H. S. Wieand, “A condition under which the Pitman and Bahadur approaches to efficiency coincide”, Ann. Statist., 4 (1976), 1003–1011 | DOI | MR | Zbl