We compare various kind of independence tests based on samples with random size, in order to provide practitioners with some guidance for their choice based on approximate Bahadur efficiency. Such results are obtained for a wide class of distributions of the random index; the efficiency slopes of the statistics we consider are then expressed in terms of the parameters of these same distributions.

Approximate Asymptotic Bahadur Efficiency of Independence Tests with Random Sample Size / Beghin, Luisa; Y., Nikitin. - In: JOURNAL OF THE ITALIAN STATISTICAL SOCIETY. - ISSN 1121-9130. - STAMPA. - 8 (1):(1999), pp. 1-24.

Approximate Asymptotic Bahadur Efficiency of Independence Tests with Random Sample Size

BEGHIN, Luisa;
1999

Abstract

We compare various kind of independence tests based on samples with random size, in order to provide practitioners with some guidance for their choice based on approximate Bahadur efficiency. Such results are obtained for a wide class of distributions of the random index; the efficiency slopes of the statistics we consider are then expressed in terms of the parameters of these same distributions.
1999
Bahadur efficiency; Kac empirical process; independence tests; random sample size; dependence function; Kiefer-MUller process; pinned and tucked Brownian sheet.
01 Pubblicazione su rivista::01a Articolo in rivista
Approximate Asymptotic Bahadur Efficiency of Independence Tests with Random Sample Size / Beghin, Luisa; Y., Nikitin. - In: JOURNAL OF THE ITALIAN STATISTICAL SOCIETY. - ISSN 1121-9130. - STAMPA. - 8 (1):(1999), pp. 1-24.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/144328
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