Local efficiency of integrated goodness-of-fit tests under skew alternatives

DOI10.1016/J.SPL.2016.05.016MaRDI QIDQ310656zbMATH OpenOpenAlexFDO

Authors A. Durio, Ya. Yu. Nikitin

Publication date 8 September 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1605.07385

zbMATH Keywords

Bahadur efficiencyintegrated empirical processskew alternative

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Abstract: The efficiency of distribution-free {it integrated} goodness-of-fit tests was studied by Henze and Nikitin (2000, 2002) under location alternatives. We calculate local Bahadur efficiencies of these tests under more realistic generalized skew alternatives. They turn out to be unexpectedly high.

Recommendations

• Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives.
• Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives
• Intermediate efficiency of tests under heavy-tailed alternatives
• Efficiency and local optimality of nonparametric tests based on U- and V-statistics
• A new approach to goodness-of-fit testing based on the integrated empirical process^*

Cites work

• scientific article; zbMATH DE number 3854192 (Why is no real title available?)
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 2112518 (Why is no real title available?)
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• A new approach to goodness-of-fit testing based on the integrated empirical process^*
• Asymptotic Efficiency of Nonparametric Tests
• Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives.
• New two-sample tests based on the integrated empirical copula processes
• Rates of Convergence of Estimates and Test Statistics
• Some asymptotic results for the integrated empirical process with applications to statistical tests
• Study of some new integrated statistics: Computation of Bahadur efficiency, relation with non-standard boundary value problems
• Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes
• The skew-normal and related families. With the collaboration of Antonella Capitanio.
• Watson-type goodness-of-fit tests based on the integrated empirical process

Cited in

(7)

• On the available local asymptotic efficiency of some goodness-of-fit criteria
• Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization
• Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives
• Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
• Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives.
• Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
• Locally optimal test of normality against skew-normality

Describes a project that uses

Uses Software

• sn

This page was built for publication: Local efficiency of integrated goodness-of-fit tests under skew alternatives

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q310656)