Local efficiency of integrated goodness-of-fit tests under skew alternatives
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DOI: 10.1016/j.spl.2016.05.016
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References listed on IDEAS
- Alessandra Durio & Yacov Yu. Nikitin, 2001. "Local asympotic efficiency of some goodness-of-fit tests under skew alternatives," ICER Working Papers 04-2001, ICER - International Centre for Economic Research.
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Cited by:
- Sergio Alvarez-Andrade & Salim Bouzebda & Aimé Lachal, 2018. "Strong approximations for the p-fold integrated empirical process with applications to statistical tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(4), pages 826-849, December.
- Ya. Yu. Nikitin, 2018. "Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 609-618, August.
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Keywords
Integrated empirical process; Bahadur efficiency; Skew alternative;All these keywords.
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