Efficient and adaptive nonparametric test for the two-sample problem

作者: Teresa Ledwina , Gilles R. Ducharme

DOI: 10.1214/AOS/1074290336

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摘要: The notion of efficient test for a Euclidean parameter in semiparametric model was introduced by Stein [Proc. Third Berkeley Symp. Math. Statist. Probab. 1 (1956) 187-195]. Such tests are locally most powerful wide class infinite-dimensional nuisance parameters. first formal application this to suitably parametrized two-sample problem provided Hajek [Ann. 33 (1962) 1124-1147]. However, and subsequent solutions appear be not well-suited practical applications. This article aims show that an adaptive recently Janic-Wroblewska Ledwina [Scand. J. 27 (2000) 281-297] is under more realistic setting.

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