Abstract
One determines a coarse asymptotic behavior of the probabilities of large deviations of statistics, based on the Martingale term of the empirical distribution function, its Bahadur efficiency, and a condition for the local asymptotic optimality in the case of the shift and the Lehmann alternatives.
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References
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Additional information
Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 184, pp. 227–233, 1990.
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Podkorytova, O.A. Large deviations and Bahadur efficiency of the Khmaladze-Aki statistic. J Math Sci 68, 560–565 (1994). https://doi.org/10.1007/BF01254282
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DOI: https://doi.org/10.1007/BF01254282