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Bahadur efficiency and robustness of studentized score tests

Author

Listed:
  • Xuming He
  • Qi-man Shao

Abstract

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Suggested Citation

  • Xuming He & Qi-man Shao, 1996. "Bahadur efficiency and robustness of studentized score tests," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(2), pages 295-314, June.
    • Handle: RePEc:spr:aistmt:v:48:y:1996:i:2:p:295-314
    DOI: 10.1007/BF00054792
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    Cited by:

    1. Qi-Man Shao, 1999. "A Cramér Type Large Deviation Result for Student's t-Statistic," Journal of Theoretical Probability, Springer, vol. 12(2), pages 385-398, April.
    2. Masahiro Kato, 2023. "Locally Optimal Fixed-Budget Best Arm Identification in Two-Armed Gaussian Bandits with Unknown Variances," Papers 2312.12741, arXiv.org, revised Mar 2024.

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