On Hodges-Lehmann optimality of LR tests

František Rublík

Kybernetika (1994)

  • Volume: 30, Issue: 2, page 199-210
  • ISSN: 0023-5954

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Rublík, František. "On Hodges-Lehmann optimality of LR tests." Kybernetika 30.2 (1994): 199-210. <http://eudml.org/doc/28153>.

@article{Rublík1994,
author = {Rublík, František},
journal = {Kybernetika},
keywords = {likelihood ratio test statistics; Hodges-Lehmann optimal; non-singular normal; multinomial; Poisson distribution},
language = {eng},
number = {2},
pages = {199-210},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On Hodges-Lehmann optimality of LR tests},
url = {http://eudml.org/doc/28153},
volume = {30},
year = {1994},
}

TY - JOUR
AU - Rublík, František
TI - On Hodges-Lehmann optimality of LR tests
JO - Kybernetika
PY - 1994
PB - Institute of Information Theory and Automation AS CR
VL - 30
IS - 2
SP - 199
EP - 210
LA - eng
KW - likelihood ratio test statistics; Hodges-Lehmann optimal; non-singular normal; multinomial; Poisson distribution
UR - http://eudml.org/doc/28153
ER -

References

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  1. R. R. Bahadur, Some Limit Theorems in Statistics, SIAM, Philadelphia, 1971. (1971) Zbl0257.62015MR0315820
  2. L. D. Brown, Non-local asymptotic optimality of appropriate likelihood ratio tests, Ann. Math. Statist. 42 (1971), 1206-1240. (1971) Zbl0247.62008MR0314167
  3. D. G. Herr, Asymptotically optimal tests for multivariate normal distributions, Ann. Math. Statist. 38 (1967), 1829-1844. (1967) Zbl0153.47801MR0223004
  4. J. L. Hodges, E. L. Lehmann, The efficiency of some nonparametric competitors of the t -test, Ann. Math. Statist. 27 (1956), 324-335. (1956) Zbl0075.29206MR0079383
  5. W. Hoeffding, Asymptotically optimal tests for multinomial distributions, Ann. Math. Statist. 36 (1965), 369-408. (1965) Zbl0135.19706MR0173322
  6. F. Rublík, On optimality of the LR tests in the sense of exact slopes. II. Application to individual distributions, Kybernetika 25 (1989), 117-135. (1989) MR0995954
  7. S. Kourouklis, Hodges-Lehmann optimality of the likelihood ratio test in regular exponential families of distributions, TR. No. 73, Dept. of Statistics, The Pennsylvania State University, 1987. (1987) 
  8. S. Kourouklis, Hodges-Lehmann efficacies of certain tests in multivariate analysis and regression analysis, Canadian J. Statist. 16 (1988), 87-95. (1988) Zbl0645.62032MR0963737
  9. A. M. Kshirsagar, Multivariate Analysis, Marcel Dekker, New York, 1972. (1972) Zbl0246.62064MR0343478
  10. M. S. Srivastava, C. G. Khatri, An Introduction to Multivariate Statistics, North-Holland, New York 1979. (1979) Zbl0421.62034MR0544670
  11. I. Vajda, Generalization of discrimination-rate theorems of Chernoff and Stein, Kybernetika 26 (1990), 273-288. (1990) Zbl0727.62026MR1080281

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