On Wieand's theorem

Wilbert C. M. Kallenberg and Alex J. Koning

Statistics & Probability Letters, 1995, vol. 25, issue 2, 121-132

Abstract: Wieand's theorem on equivalence of limiting approximate Bahadur efficiency and limiting Pitman efficiency is extended in several ways. Conditions on monotonicity and continuity are obviated, composite null hypotheses are incorporated, and the implications of a weaker form of Wieand's Condition III* are investigated.

Keywords: Approximate; Bahadur; efficiency; Pitman; efficiency (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (5)

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