Moderate deviations and intermediate efficiency for lack-of-fit tests

Abstract We illustrate a new technique for establishing moderate deviation principles for lack-of-fit tests. The method is applied to the problem of comparing two tests using intermediate asymptotic relative efficiency.

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Year of publication:	2012
Authors:	Mason, David M. ; Eubank, Randy
Published in:	Statistics & Risk Modeling. - Oldenbourg Wissenschaftsverlag GmbH, ISSN 2193-1402, ZDB-ID 2630803-4. - Vol. 29.2012, 2, p. 175-187
Publisher:	Oldenbourg Wissenschaftsverlag GmbH
Subject:	Bernstein inequality \| no effect \| regression

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Type of publication:	Article
Language:	Undetermined
Other identifiers:	10.1524/strm.2012.1116 [DOI]
Source:	Other ZBW resources

Persistent link: https://www.econbiz.de/10014622223