Moderate deviations and intermediate efficiency for lack-of-fit tests

David M. Mason; Randy Eubank

doi:10.1524/strm.2012.1116

Article

Moderate deviations and intermediate efficiency for lack-of-fit tests

David M. Mason and Randy Eubank

Published/Copyright: June 27, 2012

Published by

Become an author with De Gruyter Brill

Submit Manuscript Author Information

From the journal Statistics & Risk Modeling Volume 29 Issue 2

Abstract

We illustrate a new technique for establishing moderate deviation principles for lack-of-fit tests. The method is applied to the problem of comparing two tests using intermediate asymptotic relative efficiency.

Keywords: Bernstein inequality; no effect; regression

^* Correspondence address: University of Delaware, Deparment of Food and Resource Economics, DE 19717 Newark, U.S.A., davidm@udel.edu

Published Online: 2012-06-27

Published in Print: 2012-06

You are currently not able to access this content.

Articles in the same Issue

https://doi.org/10.1524/strm.2012.1116

Keywords for this article

Bernstein inequality; no effect; regression