Bahadur local asymptotic optimality for generalizations of the Cramér-von Mises and Anderson-Darling statistics

MaRDI QIDQ876772zbMATH OpenFDO

Authors Jean-Renaud Pycke

Publication date 27 April 2007

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

goodness of fit testBahadur efficiencyBahadur local optimalityCramér-von Mises statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(4)

• On conditions of Bahadur local asymptotic optimality of weighted Kolmogorov-Smirnov statistics
• On the available local asymptotic efficiency of some goodness-of-fit criteria
• An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges
• A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions

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