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Approximate asymptotic Bahadur efficiency of independence tests with random sample size

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  • L. Begin
  • Ya. Yu. Nikitin

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.

Suggested Citation

  • L. Begin & Ya. Yu. Nikitin, 2001. "Approximate asymptotic Bahadur efficiency of independence tests with random sample size," ICER Working Papers 18-2000, ICER - International Centre for Economic Research.
    • Handle: RePEc:icr:wpicer:18-2000
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    File URL: http://www.bemservizi.unito.it/repec/icr/wp2000/Nikitin182000.pdf
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    References listed on IDEAS

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    1. Bajorski, Piotr, 1987. "Local bahadur optimality of some rank tests of independence," Statistics & Probability Letters, Elsevier, vol. 5(4), pages 255-262, June.
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    Cited by:

    1. Luisa Beghin, 2005. "On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications," Statistical Inference for Stochastic Processes, Springer, vol. 8(1), pages 51-70, January.

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