Approximate asymptotic Bahadur efficiency of independence tests with random sample size.

We compare various kinds of independence tests 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 random index; the efficiency slopes of the statistics we consider are then expressed in terms of the parameters of these same distributions.

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Year of publication:	2001-01
Authors:	Begin, L. ; Nikitin, Ya. Yu.
Institutions:	International Centre for Economic Research (ICER)
Subject:	Bahadur efficiency \| Kac empirical process \| independence tests \| random sample size \| dependence function \| Kiefer-Müller process \| tucked and pinned Brownian sheet

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Extent:	application/pdf
Series:	ICER Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	21 pages
Source:	RePEc - Research Papers in Economics

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