Asymptotic Pitman's Relative Efficiency

Pitman efficiency is the oldest known efficiency.  Most of the known results for computing the Pitman efficiency take the form of bounds.  Based on some recent developments due to the authors and some calculus of variations, we develop tools for computing the Pitman efficiency exactly. Their use is...

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Bibliographic Details
Main Authors: Christopher S. Withers, Saralees Nadarajah
Format: Article
Language:English
Published: University of Bologna 2017-10-01
Series:Statistica
Subjects:
Online Access:https://rivista-statistica.unibo.it/article/view/6762