Bahadur efficiency and robustness of stu
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Xuming He; Qi-man Shao
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Article
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1996
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Springer Japan
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English
โ 900 KB
We derive the exact Bahadur slopes of studentized score tests for a simple null hypothesis in a one-parameter family of distributions. The Student's t-test is included as a special case for which a recent result of Rukhin (1993, Sankhyd Ser. A, 55, 159-163) was improved upon. It is shown that locall