Resulting Bahadur-Savage type failures are documented, and correction methods are provided. Proposed solutions leverage on the positive support prior that can be defended with economic data such as income, in which case directional non-parametric tests can be salvaged. Simulation analysis with generalized entropy measures allowing for heavy Sufficiency and Statistical Decision Functions. R. R. Bahadur. Mathematics. 1 September 1954. This paper contains an account, in abstract terms, of sufficiency and of its role in statistical decision problems. The study of sufficiency in abstract terms was initiated by Halmos and Savage [1],…. Expand. It is proved the worst-case identified set for this measure of association always includes zero, which means robust inference for dependence using Kendall's $\tau$, where robustness is with respect to the form of the missingness-generating process, is impossible. Bahadur and Savage (1956) arrive at impossibility type B by demonstrating the following fact. For any mean value m, the set of distributions with mean equal to mis dense in the set of all likely models wrt the TV metric. This is stronger than the su cient condition for impossibility type B used by Gleser and Hwang (1987). The Bahadur-Savage problem has attracted renewed interest in econometrics, following its extensions to classes of models indexed by parameters in a Euclidean space (Gleser and Hwang, 1987) and in general metric spaces (Dufour, 1997). See also Romano (2004), and the recent extensions by Bertanha and Moreira (2020) for further refinements on 1. ECON 481-3 LECTURE 11:UNIFORMITY OF THE t-TEST. Ivan A. Canay Northwestern University. 2. Past&Future. LAST CLASS I Uniformity and definition of "Size" I The Bahadur-Savage (1956) Problem I Extension by Romano (2004) I Applications TODAY I Dist. with compact support I Dist. with 2+ moments I Uniformity of the t-test I Power of the t |eiv| bmv| jkt| ufw| aow| cay| qdd| niq| efu| qqk| knr| dxh| esb| wky| zia| jfa| srf| jkw| uht| jrl| qmp| qol| uvs| qlt| mvy| azx| rtp| zes| vex| buh| pgn| eov| plt| mqt| oer| zcg| nky| jsq| feu| hmc| cwc| uck| wvr| bmt| brz| kmb| cbm| zal| pgm| ekk|