Pitman Efficiencies of Sequential Tests and Uniform Limit Theorems in Nonparametric Statistics

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Submitted to Scandinavian Journal of Statistics Uniform Ratio Limit Theorems for Empirical Processes

Uniform ratio limit theorems for empirical processes by David Pollard Statistics Department Yale University Box 208290 Yale Station New Haven, CT 06520-8290 Email: [email protected] September 1993 Revised: October 1993 Second revision: January 1995 Abstract. Analysis of nonparametric estimators is easier if one makes use of re ned empirical process inequalities. These inequalities have not ...

متن کامل

Some limit theorems for ratios of order statistics from uniform random variables

In this paper, we study the ratios of order statistics based on samples drawn from uniform distribution and establish some limit properties such as the almost sure central limit theorem, the large deviation principle, the Marcinkiewicz-Zygmund law of large numbers and complete convergence.

متن کامل

Almost sure limit theorems for U-statistics

We relax the moment conditions from a result in almost sure limit theory for U-statistics due to Berkes and Csaki (2001). We extend this result to the case of convergence to stable laws and also prove a functional version.

متن کامل

Limit Theorems for Markets with Sequential Bargaining*

This paper models trade as a non-coopertative, strategic game played at an inlinite sequence of dates. A single, indivisible commodity is traded. Buyers and sellers have transferable utility and are characterized by their reservation utilities. They meet at random and “bargain” over the price at which a single unit of the good will be exchanged. Under a variety of circumstances it is shown that...

متن کامل

Central Limit Theorems for Conditional Efficiency Measures and Tests of the “Separability” Condition in Nonparametric, Two-Stage Models of Production

This paper demonstrates that standard central limit theorem (CLT) results do not hold for means of nonparametric, conditional efficiency estimators, and provides new CLTs that permit applied researchers to make valid inference about mean conditional efficiency or to compare mean efficiency across groups of producers. The new CLTs are used to develop a test of the restrictive “separability” cond...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 1978

ISSN: 0090-5364

DOI: 10.1214/aos/1176344308