Intermediate efficiency of tests under heavy-tailed alternatives
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Publication:4999840
Abstract: We show that for local alternatives which are not square integrable the intermediate (or Kallenberg) efficiency of the Neyman-Pearson test for uniformity with respect to the classical Kolmogorov-Smirnov test is equal to infinity. Contrary to this, for local square integrable alternatives the intermediate efficiency is finite and can be explicitly calculated.
Recommendations
- Generalized intermediate efficiency of goodness-of-fit tests.
- Intermediate efficiency of some max-type statistics
- Intermediate efficiency by shifting alternatives and evaluation of power
- Intermediate efficiency of some weighted goodness-of-fit statistics
- Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
Cites work
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- Intermediate efficiency of some max-type statistics
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Cited in
(10)- Intermediate efficiency of some weighted goodness-of-fit statistics
- Which power of goodness of fit tests can really be expected: intermediate versus contiguous alternatives
- Generalized intermediate efficiency of goodness-of-fit tests.
- Note on intermediate efficiencies for certain goodness of fit tests
- Local efficiency of integrated goodness-of-fit tests under skew alternatives
- A new set of tools for goodness-of-fit validation
- Intermediate efficiency of some max-type statistics
- Intermediate efficiency by shifting alternatives and evaluation of power
- On the intermediate asymptotic efficiency of goodness-of-fit tests in multinomial distributions
- Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
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