Asymptotic Pitman's Relative Efficiency

Christopher S. Withers () and Saralees Nadarajah ()
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Christopher S. Withers: Industrial Research Limited, Lower Hutt - New Zealand
Saralees Nadarajah: University of Manchester - UK

Statistica, 2017, vol. 77, issue 2, 91-108

Abstract: Pitman efficiency is the oldest known efficiency. Most of the known results for computing the Pitman efficiency take the form of bounds. Based on some recent developments due to the authors and some calculus of variations, we develop tools for computing the Pitman efficiency exactly. Their use is illustrated numerically.

Keywords: Goodness-of-fit tests; Pitman efficiency (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:77:y:2017:i:2:p:91-108

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