Bahadur efficiency of EDF based normality tests when parameters are estimated
From MaRDI portal
Publication:6132525
Abstract: In this paper some well-known tests based on empirical distribution functions (EDF) with estimated parameters for testing composite normality hypothesis are revisited, and some new results on asymptotic properties are provided. In particular, the approximate Bahadur slopes are obtained -- in the case of close alternatives -- for the EDF-based tests as well as the likelihood ratio test. The local approximate efficiencies are calculated for several close alternatives. The obtained results could serve as a benchmark for evaluation of the quality of recent and future normality tests.
Recommendations
- Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization
- scientific article; zbMATH DE number 1275838
- On the asymptotic efficiency of normality tests based on the Shepp property
- Bahadur efficiencies of the Epps-Pulley test for normality
- scientific article; zbMATH DE number 3936229
Cites work
- scientific article; zbMATH DE number 4133300 (Why is no real title available?)
- scientific article; zbMATH DE number 3156743 (Why is no real title available?)
- scientific article; zbMATH DE number 3532350 (Why is no real title available?)
- scientific article; zbMATH DE number 3591122 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- scientific article; zbMATH DE number 3008134 (Why is no real title available?)
- scientific article; zbMATH DE number 914470 (Why is no real title available?)
- A new approach to the BHEP tests for multivariate normality
- Asymptotic Statistics
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Asymptotic results for goodness-of-fit statistics with unknown parameters
- Concerning a Certain Probability Problem
- Efficiency and local optimality of nonparametric tests based on U- and V-statistics
- Fredholm Determinant of a Positive Definite Kernel of a Special Type and Its Application
- Goodness-of-fit tests on a circle
- Large deviations of Chernoff type for \(U\)- and \(V\)-statistics.
- Large deviations of U-empirical Kolmogorov-Smirnov tests and their efficiency
- Lilliefors test for exponentiality: large deviations, asymptotic efficiency, and conditions of local optimality
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- New characterization-based symmetry tests
- On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
- On the Bahadur slope of the Lilliefors and the Cramér–von Mises tests of normality
- On the asymptotic distribution of Watson's statistic
- On the asymptotic normality of statistics with estimated parameters
- On the supremum of a certain Gaussian process
- Rates of Convergence of Estimates and Test Statistics
- Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations.
- Stochastic Comparison of Tests
- The Cramer-Smirnov Test in the Parametric Case
- The Kolmogorov-Smirnov, Cramer-von Mises Tests
- The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics
- Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies
- Weak convergence of the sample distribution function when parameters are estimated
Cited in
(3)
This page was built for publication: Bahadur efficiency of EDF based normality tests when parameters are estimated
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6132525)
