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

DOI10.1016/J.SPL.2016.05.016zbMATH Open1345.62075arXiv1605.07385OpenAlexW2963066048MaRDI QIDQ310656FDOQ310656

Authors: A. Durio, Ya. Yu. Nikitin 

Publication date: 8 September 2016

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

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.

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

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^*

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)

Cites Work

• Title not available (Why is that?)
• The skew-normal and related families. With the collaboration of Antonella Capitanio.
• Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes
• Title not available (Why is that?)
• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives.
• Study of some new integrated statistics: Computation of Bahadur efficiency, relation with non-standard boundary value problems
• Watson-type goodness-of-fit tests based on the integrated empirical process
• New two-sample tests based on the integrated empirical copula processes
• Title not available (Why is that?)
• Asymptotic Efficiency of Nonparametric Tests
• A new approach to goodness-of-fit testing based on the integrated empirical process^*
• Title not available (Why is that?)
• Some asymptotic results for the integrated empirical process with applications to statistical tests
• Rates of Convergence of Estimates and Test Statistics
• Title not available (Why is that?)

Cited In (6)

• 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

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)