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

Mason David M. and Eubank Randy
Additional contact information
Eubank Randy: Arizona State University, Department of Mathematics and Statistics, Tempe, AZ 85287-1804, U.S.A.

Statistics & Risk Modeling, 2012, vol. 29, issue 2, 175-187

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.

Keywords: Bernstein inequality; no effect; regression (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1524/strm.2012.1116 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:strimo:v:29:y:2012:i:2:p:175-187:n:3

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/strm/html

DOI: 10.1524/strm.2012.1116

Access Statistics for this article

Statistics & Risk Modeling is currently edited by Robert Stelzer

More articles in Statistics & Risk Modeling from De Gruyter
Bibliographic data for series maintained by Peter Golla ().