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Ducharme, Gilles R.; Ledwina, Teresa

Efficient and adaptive nonparametric test for the two-sample problem. (English) Zbl 1065.62079

Ann. Stat. 31, No. 6, 2036-2058 (2003).
Summary: The notion of efficient test for a Euclidean parameter in a semiparametric model was introduced by C. Stein [Proc. Third Berkeley Symp. Math. Stat. Probab. 1, 187-195 (1956; Zbl 0074.34801)]. Such tests are locally most powerful for a wide class of infinite-dimensional nuisance parameters. The first formal application of this notion to a suitably parametrized two-sample problem was provided by J. Hájek [Ann. Math. Stat. 33, 1124–1147 (1962; Zbl 0133.42001)]. However, this and subsequent solutions appear to be not well-suited for practical applications.
This article aims to show that an adaptive two-sample test introduced recently by A. Janic-Wróblewska and T. Ledwina [Scand. J. Stat. 27, 281–297 (2000; Zbl 0955.62045)] is locally most powerful under a more realistic setting.

Cited in 9 Documents

MSC:

62G10 Nonparametric hypothesis testing
62G20 Asymptotic properties of nonparametric inference

Keywords:

adaptive test; efficient test; model selection

Citations:

Zbl 0074.34801; Zbl 0133.42001; Zbl 0955.62045
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Full Text: DOI

References:

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