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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
University of Bologna
2017-10-01
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Series: | Statistica |
Subjects: | |
Online Access: | https://rivista-statistica.unibo.it/article/view/6762 |
Summary: | 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 illustrated numerically. |
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ISSN: | 0390-590X 1973-2201 |