Stochastic bounds for attained levels

Robert H. Berk

Journal of Multivariate Analysis, 1984, vol. 14, issue 3, 376-389

Abstract: Asymptotic inequalities are obtained for the level attained by any test statistic in a given hypothesis testing problem. The bounds so obtained are themselves random. The inequalities subsume previous results by Bahadur and others about the asymptotic behavior of attained levels. Various remifications of the inequalities are discussed, including a notion of stochastic deficiency.

Keywords: Attained; level; Bahadur; efficiency; higher-order; Bahadur; efficiency; P-value; stochastic; comparison; of; tests; stochastic; deficiency; third-order; Bahadur; efficiency (search for similar items in EconPapers)
Date: 1984
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