Optimality in weighted L 2 -Wasserstein goodness-of-fit statistics

DOI10.37920/SASJ.2020.54.1.1zbMATH Open1474.62047OpenAlexW3014735714MaRDI QIDQ5151096

Tertius de Wet, Veronika Humble

Publication date: 16 February 2021

Published in: South African Statistical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.37920/sasj.2020.54.1.1

zbMATH Keywords

goodness-of-fitoptimal weight functionlocation familiesdegrees-of-freedomBahadur approximate efficiencyweighted Wasserstein distance

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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

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