Mason, David M.; Eubank, Randy L. Moderate deviations and intermediate efficiency for lack-of-fit tests. (English) Zbl 1466.62261 Stat. Risk. Model. 29, No. 2, 175-187 (2012). Summary: We illustrate a new technique for establishing moderate deviation principles for lack-of-fit tests. The method is applied to the problem of comparing two tests using intermediate asymptotic relative efficiency. Cited in 2 Documents MSC: 62F05 Asymptotic properties of parametric tests 62G08 Nonparametric regression and quantile regression 62G10 Nonparametric hypothesis testing 60F99 Limit theorems in probability theory Keywords:Bernstein inequality; no effect; regression PDFBibTeX XMLCite \textit{D. M. Mason} and \textit{R. L. Eubank}, Stat. Risk. Model. 29, No. 2, 175--187 (2012; Zbl 1466.62261) Full Text: DOI