The efficiency of most known distribution-free goodness-of-fit tests such as Kolmogorov–Smirnov, Cramér–von Mises and their variants was studied mainly under the classical alternatives of location and scale. Hence, it is interesting to compare the efficiencies of these tests under asymmetric alternatives like the skew alternative proposed by Azzalini (Scand. J. Stat. 12 (1985) 171). We calculate and compare local Bahadur efficiencies of many known statistics for skew alternatives and discuss the conditions of their local optimality.
Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives
DURIO, Alessandra;
2003-01-01
Abstract
The efficiency of most known distribution-free goodness-of-fit tests such as Kolmogorov–Smirnov, Cramér–von Mises and their variants was studied mainly under the classical alternatives of location and scale. Hence, it is interesting to compare the efficiencies of these tests under asymmetric alternatives like the skew alternative proposed by Azzalini (Scand. J. Stat. 12 (1985) 171). We calculate and compare local Bahadur efficiencies of many known statistics for skew alternatives and discuss the conditions of their local optimality.
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