$H_0$-Contiguity in Nonparametric Testing Problems and Sample Pitman Efficiency

Abstract

The concept of $H_0$-contiguity is studied for certain nonparametric testing problems. Furthermore, it is shown that a meaningful sample definition of Pitman efficiency is possible under $H_0$-contiguity, and this definition turns out to coincide with the usual efficiency concept based on comparing asymptotic distributions.