Abstract
In this paper are studied asymptotically minimax properties of nonparametric tests. It is shown that for two different definitions of asymptotically minimax test, sequences of Wilcoxon tests are asymptotically minimax. The first definition concerns asymptotic power of tests with fixed level, and the other is a more decision-theoretic one.
Citation
Sture Holm. "On Nonparametric Asymptotically Minimax Tests." Ann. Math. Statist. 42 (2) 497 - 508, April, 1971. https://doi.org/10.1214/aoms/1177693400
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