Large deviations of goodness of fit statistics and linear combinations of order statistics

DOI10.1214/aop/1176994268zbMath0473.60035OpenAlexW2068202707MaRDI QIDQ1158684

Piet Groeneboom, Galen R. Shorack

Publication date: 1981

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994268

zbMATH Keywords

empirical measuresexact Bahadur slopeslinear combinations of order statisticsgoodness of fit statistics

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Large deviations (60F10)

Related Items (19)

Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics ⋮ Asymptotic properties of a goodness-of-fit test based on maximum correlations ⋮ Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables ⋮ Bahadur efficiency of Watson-Darling goodness-of-fit tests ⋮ On asymptotic minimaxity of Kolmogorov and omega-square tests ⋮ Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives. ⋮ Nonparametric tests for stochastic ordering ⋮ A weighted Kuiper statistic for goodness of fit ⋮ Cramér type large deviations for a class of statistics ⋮ Sample Path Large Deviations for Order Statistics ⋮ Goodness-of-fit tests via phi-divergences ⋮ Goodness-of-fit tests for a heavy tailed distribution ⋮ Large deviations of divergence measures on partitions ⋮ On conditions of Bahadur local asymptotic optimality of weighted Kolmogorov-Smirnov statistics ⋮ Probabilities of large deviations for L-statistics ⋮ Limiting values of large deviation probabilities of quadratic statistics ⋮ Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes ⋮ A conversation with Piet Groeneboom ⋮ Modified Baumgartner statistics for the two-sample and multisample problems: a numerical comparison

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