BAHADUR SLOPES FOR COMPARISONS OF TESTS BASED ON RESAMPLING

Bing‐Yi ‐Y Jing

doi:10.1111/j.1467-842X.1994.tb00888.x

BAHADUR SLOPES FOR COMPARISONS OF TESTS BASED ON RESAMPLING

Bing‐Yi ‐Y Jing^*

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Journal Article › peer-review

Abstract

Let X₁,…, X_n be random variables symmetric about θ from a common unknown distribution F_θ(x) =F(x–θ). To test the null hypothesis H₀:θ= 0 against the alternative H₁:θ > 0, permutation tests can be used at the cost of computational difficulties. This paper investigates alternative tests that are computationally simpler, notably some bootstrap tests which are compared with permutation tests. Of these the symmetrical bootstrap‐f test competes very favourably with the permutation test in terms of Bahadur asymptotic efficiency, so it is a very attractive alternative.

Original language	English
Pages (from-to)	355-362
Number of pages	8
Journal	Australian Journal of Statistics
Volume	36
Issue number	3
DOIs	https://doi.org/10.1111/j.1467-842X.1994.tb00888.x
Publication status	Published - Sept 1994

Keywords

Asymptotic relative efficiency
Bahadur slopes
location problem
permutation test
p‐value
symmetrical bootstrap test
symmetrical bootstrap‐t test

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title = "BAHADUR SLOPES FOR COMPARISONS OF TESTS BASED ON RESAMPLING",

abstract = "Let X1,…, Xn be random variables symmetric about θ from a common unknown distribution Fθ(x) =F(x–θ). To test the null hypothesis H0:θ= 0 against the alternative H1:θ > 0, permutation tests can be used at the cost of computational difficulties. This paper investigates alternative tests that are computationally simpler, notably some bootstrap tests which are compared with permutation tests. Of these the symmetrical bootstrap‐f test competes very favourably with the permutation test in terms of Bahadur asymptotic efficiency, so it is a very attractive alternative.",

keywords = "Asymptotic relative efficiency, Bahadur slopes, location problem, permutation test, p‐value, symmetrical bootstrap test, symmetrical bootstrap‐t test",

author = "Jing, \{Bing‐Yi ‐Y\}",

year = "1994",

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AU - Jing, Bing‐Yi ‐Y

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N2 - Let X1,…, Xn be random variables symmetric about θ from a common unknown distribution Fθ(x) =F(x–θ). To test the null hypothesis H0:θ= 0 against the alternative H1:θ > 0, permutation tests can be used at the cost of computational difficulties. This paper investigates alternative tests that are computationally simpler, notably some bootstrap tests which are compared with permutation tests. Of these the symmetrical bootstrap‐f test competes very favourably with the permutation test in terms of Bahadur asymptotic efficiency, so it is a very attractive alternative.

AB - Let X1,…, Xn be random variables symmetric about θ from a common unknown distribution Fθ(x) =F(x–θ). To test the null hypothesis H0:θ= 0 against the alternative H1:θ > 0, permutation tests can be used at the cost of computational difficulties. This paper investigates alternative tests that are computationally simpler, notably some bootstrap tests which are compared with permutation tests. Of these the symmetrical bootstrap‐f test competes very favourably with the permutation test in terms of Bahadur asymptotic efficiency, so it is a very attractive alternative.

KW - Asymptotic relative efficiency

KW - Bahadur slopes

KW - location problem

KW - permutation test

KW - p‐value

KW - symmetrical bootstrap test

KW - symmetrical bootstrap‐t test

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UR - https://www.scopus.com/pages/publications/84990499533

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M3 - Journal Article

SN - 0004-9581

VL - 36

SP - 355

EP - 362

JO - Australian Journal of Statistics

JF - Australian Journal of Statistics

IS - 3

ER -

BAHADUR SLOPES FOR COMPARISONS OF TESTS BASED ON RESAMPLING

Abstract

Keywords

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