Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives

被引：7
|
作者：
Durio, A
Nikitin, YY
机构：
[1] Univ Turin, Dept Stat & Appl Math D Castro, I-10122 Turin, Italy
[2] St Petersburg State Univ, Dept Math & Mech, Stary Peterhof 198504, Russia
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2003年 / 115卷 / 01期
关键词：
Bahadur efficiency; skew alternative; Kullback-Leibler information; local index; local asymptotic optimality;
D O I：
10.1016/S0378-3758(02)00155-6
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 most known distribution-free goodness-of-fit tests such as Kohnogorov-Smimov, Cramer-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. (C) 2002 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：171 / 179
页数：9
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