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Efficiency of nonparametric e-tests

08/18/2022

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by Vladimir Vovk, et al.

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The notion of an e-value has been recently proposed as a possible alternative to critical regions and p-values in statistical hypothesis testing. In this note we introduce a simple analogue for e-values of Pitman's asymptotic relative efficiency and apply it to three popular nonparametric tests.

Vladimir Vovk
34 publications
Ruodu Wang
22 publications

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