Local efficiency of integrated goodness-of-fit tests under skew alternatives

DOI10.1016/j.spl.2016.05.016zbMath1345.62075arXiv1605.07385OpenAlexW2963066048MaRDI QIDQ310656

A. Durio, Yakov Yu. Nikitin

Publication date: 8 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.07385

zbMATH Keywords

Bahadur efficiencyintegrated empirical processskew alternative

Mathematics Subject Classification ID

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

Related Items (4)

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 ⋮ Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests ⋮ Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics

Uses Software

• sn

Cites Work

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• A new approach to goodness-of-fit testing based on the integrated empirical process^*
• Some asymptotic results for the integrated empirical process with applications to statistical tests
• Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes
• Rates of Convergence of Estimates and Test Statistics

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