Asymptotic Pitman's Relative Efficiency

Asymptotic Pitman's Relative Efficiency

Pitman efficiency is the oldest known efficiency. Most of the known results for computing the Pitman efficiency take the form of bounds. Based on some recent developments due to the authors and some calculus of variations, we develop tools for computing the Pitman efficiency exactly. Their use is il...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Statistica (Bologna) 2017-01, Vol.77 (2), p.91-108
Hauptverfasser: Withers, Christopher S, Nadarajah, Saralees
Format: Artikel
Sprache:eng
Schlagworte:
Asymptotic methods
Calculus
Efficiency
Goodness-of-fit tests
Pitman efficiency
Statistics
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Pitman efficiency is the oldest known efficiency. Most of the known results for computing the Pitman efficiency take the form of bounds. Based on some recent developments due to the authors and some calculus of variations, we develop tools for computing the Pitman efficiency exactly. Their use is illustrated numerically.
ISSN:0390-590X
1973-2201
DOI:10.6092/issn.1973-2201/6762