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

zbMATH Open1129.62044MaRDI QIDQ876772FDOQ876772

Authors: Jean-Renaud Pycke 

Publication date: 27 April 2007

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

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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)

Cited In (3)

• 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
• On conditions of Bahadur local asymptotic optimality of weighted Kolmogorov-Smirnov statistics

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