Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives.

DOI10.1016/S0378-3758(02)00155-6zbMath1041.62036OpenAlexW2006572259MaRDI QIDQ1395879

A. Durio, Yakov Yu. Nikitin

Publication date: 1 July 2003

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00155-6

zbMATH Keywords

Kullback-Leibler informationBahadur efficiencyLocal asymptotic optimalityLocal indexSkew alternative

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items

Local efficiency of integrated goodness-of-fit tests under skew alternatives ⋮ Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization ⋮ Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives. ⋮ Kolmogorov tests of normality based on some variants of Polya's characterization ⋮ Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives ⋮ Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison ⋮ Asymptotic power of tests of normality under local alternatives ⋮ Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics ⋮ Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies ⋮ The Skew-normal Distribution and Related Multivariate Families* ⋮ On asymptotic efficiency of tests of fit based on the Deheuvels empirical process

Cites Work

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