Overweight tails are inefficient

DOI10.1214/aos/1176348397zbMath0745.62047OpenAlexW2047586628MaRDI QIDQ1184239

Richard A. Lockhart

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176348397

zbMATH Keywords

goodness-of-fit testscorrelation coefficientcontiguous alternativeexponential tailsKolmogorov-Smirnov statisticprobability plotscorrelation teststail order statisticstests of asymptotic relative efficiencyvariance weighted Kolmogorov-Smirnov statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Related Items (8)

Weighted correlation tests for scale families. ⋮ Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests ⋮ Comparing distributions by multiple testing across quantiles or CDF values ⋮ On Goodness of Fit for Operational Risk ⋮ A weighted Kuiper statistic for goodness of fit ⋮ Likelihood-ratio tests for normality ⋮ Intermediate efficiency of some weighted goodness-of-fit statistics ⋮ Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)

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