Hodges-Lehmann optimality of tests

W.C.M. Kallenberg, S. Kourouklis

    Research output: Contribution to journalArticleAcademicpeer-review

    3 Citations (Scopus)
    84 Downloads (Pure)

    Abstract

    At several places in the literature there are indications that many tests are optimal in the sense of Hodges-Lehmann efficiency. It is argued here that shrinkage of the acceptance regions of the tests to the null set in a coarse way is already enough to ensure optimality. This type of argument can be used to show optimality of e.g. Kolmogorov-Smirnov tests, Cramér-von Mises tests, and likelihood ratio tests and many other tests in exponential families.
    Original languageUndefined
    Pages (from-to)31-38
    Number of pages8
    JournalStatistics & probability letters
    Volume14
    Issue number1
    DOIs
    Publication statusPublished - 1992

    Keywords

    • METIS-140516
    • IR-29882

    Cite this