Vanishing shortcoming and asymptotic relative efficiency
Inglot, Tadeusz ; Kallenberg, Wilbert C. M. ; Ledwina, Teresa
Ann. Statist., Tome 28 (2000) no. 3, p. 215-238 / Harvested from Project Euclid
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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 to tests for goodness-of-it.
Publié le : 2000-02-14
Classification:  Shortcoming,  Pitman efficiency,  Bahadur efficiency,  intermediate or Kallenberg efficiency,  Cramér –von Mises test,  Anderson–Darling test,  62F05,  62G10,  62G20 
@article{1016120370,
     author = {Inglot, Tadeusz and Kallenberg, Wilbert C. M. and Ledwina, Teresa},
     title = {Vanishing shortcoming and asymptotic relative efficiency},
     journal = {Ann. Statist.},
     volume = {28},
     number = {3},
     year = {2000},
     pages = { 215-238},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1016120370}
}

Inglot, Tadeusz; Kallenberg, Wilbert C. M.; Ledwina, Teresa. Vanishing shortcoming and asymptotic relative efficiency. Ann. Statist., Tome 28 (2000) no. 3, pp.  215-238. http://gdmltest.u-ga.fr/item/1016120370/