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.

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

DURIO, Alessandra;
2016-01-01

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.
2016
117
136
143
http://www.elsevier.com/locate/issn/01677152
Bahadur efficiency; Integrated empirical process; Skew alternative; Statistics, Probability and Uncertainty; Statistics and Probability
Durio, A.; Nikitin, Ya.Yu.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/1576348
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