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Hodges-Lehmann efficacies of certain tests in multivariate analysis and regression analysis. (English) Zbl 0645.62032
An approach is suggested for establishing Hodges-Lehmann optimality of a test which requires only crude estimates (upper bounds) of relevant tail probabilities under the alternative hypothesis. Using this approach, the (optimal) Hodges-Lehmann efficiencies are obtained for certain tests arising in multivariate analysis and regression analysis.

MSC:
62F05 Asymptotic properties of parametric tests
62H15 Hypothesis testing in multivariate analysis
60F10 Large deviations
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