We introduce efficient tests for equivalence to families of multinomial distributions. Asymptotic distribution of the test statistic is derived and the local asymptotic optimality of proposed tests is shown.The finite sample performance of tests is improved by means of the parametric bootstrap....

We introduce new equivalence tests for approximate independence in two-way contingency tables. The critical values are calculated asymptotically. The finite sample performance of the tests is improved by means of the bootstrap. An estimator of boundary points is developed to make the bootstrap...

Abstract Along the lines of Janssen's and Pfanzagl's work the testing theory for statistical functionals is further developed for non-parametric one-sample problems. Efficient tests for the one-sided and two-sided problems are derived for nonparametric statistical functionals. The asymptotic...

Interest rates are one of the main risk factors for insurance companies. Both assets and liabilities react to the movement of interest rates. Therefore, it is essential to have an adequate model of interest rates for Solvency II applications. Here, we address some of the existing issues under...