Asymptotic power of tests of normality under local alternatives

DOI10.1016/j.jspi.2011.03.003zbMath1213.62078MaRDI QIDQ538134

Jean-François Quessy, Mélina Mailhot

Publication date: 23 May 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.03.003

zbMATH Keywords

empirical processes; asymptotic relative efficiency; contiguity; goodness-of-fit test; local power curve

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G30: Order statistics; empirical distribution functions

65C05: Monte Carlo methods

Related Items

On a test of normality based on the empirical moment generating function

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