Article ID Journal Published Year Pages File Type
1151537 Statistics & Probability Letters 2016 8 Pages PDF
Abstract

The efficiency of distribution-free integrated goodness-of-fit tests was studied by Henze and Nikitin (2000, 2002) under location alternatives. We calculate local Bahadur efficiencies of these tests under more realistic generalized skew alternatives. They turn out to be unexpectedly high.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Local efficiency of integrated goodness-of-fit tests under skew alternatives
Authors
, ,