On the admissibility of tests for extended hypotheses of fit
On the admissibility of tests for discrete exponential families
On the Bahadur efficiency of some tests of independence
In the paper we give a short review of results connected with deriving of Bahadur efficiency. Moreover, calculations of the Bahadur efficiency of some tests of independence are discussed,
On the asymptotic efficiency of estimators
We present and discuss the notion of asymptotic efficiency of estimators as introduced by Hajek and Le Cam. We give also some general construction of a class of asymptotically efficient estimators of Euclidean parameters. Moreover, we briefly indicate some generalizations of the discussed ideas to the case of semiparametric models. We show also that technical results obtained in the asymptotic theory of efficient estimation can be successfully used in asymptotic theory of testing. The selection...
On locally most powerful rank tests of independence
Variance function estimation via model selection
The problem of estimating an unknown variance function in a random design Gaussian heteroscedastic regression model is considered. Both the regression function and the logarithm of the variance function are modelled by piecewise polynomials. A finite collection of such parametric models based on a family of partitions of support of an explanatory variable is studied. Penalized model selection criteria as well as post-model-selection estimates are introduced based on Maximum Likelihood (ML) and Restricted...
Asymptotic optimality of new adaptive test in regression model
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