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

DOI10.3103/S1063454109040025zbMATH Open1183.62080MaRDI QIDQ845089FDOQ845089

Yakov Yu. Nikitin, Ksenia Volkova

Publication date: 5 February 2010

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

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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• The normal distribution. Characterizations with applications
• Convergence of a class of empirical distribution functions of dependent random variables
• Rough asymptotics of probabilities of Chernoff type large deviations for von Mises functionals and \(U\)-statistics.
• Scale-invariant test of normality based on Polya's characterization
• Comments on a recent limit theorem of Quine: ``A central limit theorem for self-normalized products of random variables M. P. Quine.

Cited In (5)

• 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
• Asymptotic normality of the ET method -- application to the ET test
• 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

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