Asymptotic Efficiency of Multivariate Normal Score Test

Asymptotic efficiency of a sequential multihypothesis test

that leading to (7) Theorem 1 implies REFERENCES 1 ; log $ 5 ; log-l-a! + ; " , " p log l/P n [ (+%y-(x " ,Y ") < l%M log cy-+-n n I which holds for all sufficiently large n because of (13). Then, (14) follows from (12) and the above inequality. 0 We conjecture that the bound (14) is in fact tight; however, the known approaches to the constructive part of the coding theorem are not sufficient t...

On asymptotic efficiency of multivariate version of Spearman’s rho

A multivariate version of Spearman’s rho for testing independence is considered. Its asymptotic efficiency is calculated under a general distribution model specified by the dependence function. The efficiency comparison study that involves other multivariate Spearmantype test statistics is made. Conditions for Pitman optimality of the test are established. Examples that illustrate the quality o...

Asymptotic Behavior of Multivariate Reward Processes with Nonlinear Reward Functions

Characterizations of Multivariate Normal-Poisson Model

&lrm;Multivariate normal-Poisson model has been recently introduced as a special case of normal stable Tweedie models&lrm;. &lrm;The model is composed of a univariate Poisson variable&lrm;, &lrm;and the remaining variables given the Poisson one are independent Gaussian variables with variance the value of the Poisson component&lrm;. &lrm;Two characterizations of this model are shown&lrm;, &lrm;...

Full Bayesian significance test applied to multivariate normal structure models

The Full Bayesian Significance Test (FBST) for precise hypotheses is applied to a Multivariate Normal Structure (MNS) model. In the FBST we compute the evidence against the precise hypothesis. This evidence is the probability of the Highest Relative Surprise Set (HRSS) tangent to the sub-manifold (of the parameter space) that defines the null hypothesis. The MNS model we present appears when te...