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Asymptotic comparison of a class of nonparametric tests with the Student test

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Abstract

For the group of integral tests of homogeneity, generalizing the omega-square tests, one finds a lower bound of the Pitman asymptotic relative efficiency relative to the Student test for the shift alternative.

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Literature cited

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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 130, pp. 147–149, 1983.

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Nikitin, Y.Y. Asymptotic comparison of a class of nonparametric tests with the Student test. J Math Sci 27, 3271–3273 (1984). https://doi.org/10.1007/BF01850676

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  • DOI: https://doi.org/10.1007/BF01850676

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