Hodges-Lehmann optimality of tests


Kallenberg, W.C.M. and Kourouklis, S. (1992) Hodges-Lehmann optimality of tests. Statistics & Probability Letters, 14 (1). pp. 31-38. ISSN 0167-7152

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Abstract:At several places in the literature there are indications that many tests are optimal in the sense of Hodges-Lehmann efficiency. It is argued here that shrinkage of the acceptance regions of the tests to the null set in a coarse way is already enough to ensure optimality. This type of argument can be used to show optimality of e.g. Kolmogorov-Smirnov tests, Cramér-von Mises tests, and likelihood ratio tests and many other tests in exponential families.
Item Type:Article
Copyright:© 1992 Elsevier Science
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/29882
Official URL:https://doi.org/10.1016/0167-7152(92)90207-L
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