On the asymptotic efficiency of normality tests based on the Shepp property

DOI10.3103/S1063454109040025zbMATH Open1183.62080MaRDI QIDQ845089FDOQ845089

Authors: Ksenia Volkova, Yakov Yu. Nikitin 

Publication date: 5 February 2010

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Recommendations

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Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• Rough asymptotics of probabilities of Chernoff type large deviations for von Mises functionals and \(U\)-statistics.
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• Scale-invariant test of normality based on Polya's characterization
• Two families of normality tests based on Polya characterization, and their efficiency
• Comments on a recent limit theorem of Quine: ``A central limit theorem for self-normalized products of random variables M. P. Quine.
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Cited In (12)

• A large deviation approach to normality testing
• Two families of normality tests based on Polya characterization, and their efficiency
• 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
• On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
• Asymptotic normality of the ET method -- application to the ET test
• Bahadur efficiency of EDF based normality tests when parameters are estimated
• Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies
• Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
• Kolmogorov tests of normality based on some variants of Polya's characterization
• Some new tests for normality based on U-processes
• Bahadur efficiencies of the Epps-Pulley test for normality

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