Approximate asymptotic Bahadur efficiency of independence tests with random sample size

L. Begin and Yakov Nikitin

ICER Working Papers from ICER - International Centre for Economic Research

Abstract: We compare various kinds of independence tests on samples with random size, in order to provide practitioners with some guidance for their choice based on approximate Bahadur efficiency. Such results are obtained for a wide class of distributions of random index; the efficiency slopes of the statistics we consider are then expressed in terms of the parameters of these same distributions.

Keywords: Bahadur efficiency; Kac empirical process; independence tests; random sample size; dependence function; Kiefer-Müller process; tucked and pinned Brownian sheet (search for similar items in EconPapers)
Pages: 21 pages
Date: 2001-01
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Related works:
Journal Article: Approximate asymptotic Bahadur efficiency of independence tests with random sample size (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:icr:wpicer:18-2000

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