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

被引：3
|
作者：
Durio, A. [1 ]
Nikitin, Ya. Yu. [2 ,3 ]
机构：
[1] Univ Turin, Dept Econ & Stat S Cognetti de Martiis, Lungo Dora Siena 100-A, I-10153 Turin, Italy
[2] St Petersburg State Univ, Dept Math & Mech, 7-9 Univ Nab, St Petersburg 199034, Russia
[3] Natl Res Univ, Higher Sch Econ, Souza Pechatnikov 16, St Petersburg 190008, Russia
来源：
STATISTICS & PROBABILITY LETTERS | 2016年 / 117卷
关键词：
Integrated empirical process; Bahadur efficiency; Skew alternative; DISTRIBUTIONS;
D O I：
10.1016/j.spl.2016.05.016
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. (C) 2016 Elsevier B.V. All rights reserved.
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页码：136 / 143
页数：8
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