Vanishing shortcoming and asymptotic relative efficiency

T. Inglot, W.C.M. Kallenberg, T. Ledwina

Research output: Book/ReportReportOther research output

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Abstract

The shortcoming of a test is the difference between the maximal attainable power and the power of the test under consideration. Vanishing shortcoming, when the number of observations tends to infinity, is therefore an optimality property of a test. Other familiar optimality criteria are based on the asymptotic relative efficiency of the test. The relations between these optimality criteria are investigated. It turns out that vanishing shortcoming is seemingly slightly stronger than first order efficiency, but in regular cases there is equivalence. The results are in particular applied on tests for goodness-of-fit.
Original languageUndefined
Place of PublicationEnschede
PublisherUniversity of Twente, Department of Applied Mathematics
Publication statusPublished - 1998

Publication series

Name
PublisherDepartment of Applied Mathematics, University of Twente
No.1467
ISSN (Print)0169-2690

Keywords

  • MSC-62G20
  • MSC-62F05
  • EWI-3287
  • IR-65656
  • MSC-62G10

Cite this

Inglot, T., Kallenberg, W. C. M., & Ledwina, T. (1998). Vanishing shortcoming and asymptotic relative efficiency. Enschede: University of Twente, Department of Applied Mathematics.
Inglot, T. ; Kallenberg, W.C.M. ; Ledwina, T. / Vanishing shortcoming and asymptotic relative efficiency. Enschede : University of Twente, Department of Applied Mathematics, 1998.
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Inglot, T, Kallenberg, WCM & Ledwina, T 1998, Vanishing shortcoming and asymptotic relative efficiency. University of Twente, Department of Applied Mathematics, Enschede.

Vanishing shortcoming and asymptotic relative efficiency. / Inglot, T.; Kallenberg, W.C.M.; Ledwina, T.

Enschede : University of Twente, Department of Applied Mathematics, 1998.

Research output: Book/ReportReportOther research output

TY - BOOK

T1 - Vanishing shortcoming and asymptotic relative efficiency

AU - Inglot, T.

AU - Kallenberg, W.C.M.

AU - Ledwina, T.

N1 - Imported from MEMORANDA

PY - 1998

Y1 - 1998

N2 - The shortcoming of a test is the difference between the maximal attainable power and the power of the test under consideration. Vanishing shortcoming, when the number of observations tends to infinity, is therefore an optimality property of a test. Other familiar optimality criteria are based on the asymptotic relative efficiency of the test. The relations between these optimality criteria are investigated. It turns out that vanishing shortcoming is seemingly slightly stronger than first order efficiency, but in regular cases there is equivalence. The results are in particular applied on tests for goodness-of-fit.

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KW - MSC-62G20

KW - MSC-62F05

KW - EWI-3287

KW - IR-65656

KW - MSC-62G10

M3 - Report

BT - Vanishing shortcoming and asymptotic relative efficiency

PB - University of Twente, Department of Applied Mathematics

CY - Enschede

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Inglot T, Kallenberg WCM, Ledwina T. Vanishing shortcoming and asymptotic relative efficiency. Enschede: University of Twente, Department of Applied Mathematics, 1998.