IDEAS home Printed from https://ideas.repec.org/a/spr/metrik/v81y2018i6d10.1007_s00184-018-0673-0.html
   My bibliography  Save this article

Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization

Author

Listed:
  • Ya. Yu. Nikitin

    (Saint-Petersburg State University
    National Research University)

Abstract

We consider two scale-free tests of normality based on the characterization of the symmetric normal law by Ahsanullah et al. (Normal and student’s t-distributions and their applications, Springer, Berlin, 2014). Both tests have an U-empirical structure, but the first one is of integral type, while the second one is of Kolmogorov type. We discuss the limiting behavior of the test statistics and calculate their local exact Bahadur efficiency for location, skew and contamination alternatives.

Suggested Citation

  • 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.
  • Handle: RePEc:spr:metrik:v:81:y:2018:i:6:d:10.1007_s00184-018-0673-0
    DOI: 10.1007/s00184-018-0673-0
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00184-018-0673-0
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s00184-018-0673-0?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. Pietro Muliere & Yakov Nikitin, 2002. "Scale-invariant test of normality based on Polya's characterization," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 20-32.
    3. James S. Allison & Charl Pretorius, 2017. "A Monte Carlo evaluation of the performance of two new tests for symmetry," Computational Statistics, Springer, vol. 32(4), pages 1323-1338, December.
    4. Durio, A. & Nikitin, Ya.Yu., 2016. "Local efficiency of integrated goodness-of-fit tests under skew alternatives," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 136-143.
    5. Bera, Anil K. & Galvao, Antonio F. & Wang, Liang & Xiao, Zhijie, 2016. "A New Characterization Of The Normal Distribution And Test For Normality," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1216-1252, October.
    6. Ya. Nikitin, 2010. "Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(5), pages 649-668.
    7. Yakov Y. Nikitin & Irina Peaucelle, 2004. "Efficiency and local optimality of nonparametric tests based on U- and V-statistics," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 185-200.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. N. Henze & C. Kirch & S. G. Meintanis, 2018. "Special Issue with papers from the “3rd workshop on Goodness-of-fit and change-point problems”," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 587-588, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. James Allison & Bojana Milošević & Marko Obradović & Marius Smuts, 2022. "Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization," Computational Statistics, Springer, vol. 37(1), pages 403-418, March.
    2. Jovanović, Milan & Milošević, Bojana & Nikitin, Ya. Yu. & Obradović, Marko & Volkova, K. Yu., 2015. "Tests of exponentiality based on Arnold–Villasenor characterization and their efficiencies," Computational Statistics & Data Analysis, Elsevier, vol. 90(C), pages 100-113.
    3. Bojana Milošević, 2016. "Asymptotic efficiency of new exponentiality tests based on a characterization," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(2), pages 221-236, February.
    4. Bojana Milošević & Marko Obradović, 2016. "Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(2), pages 413-427, June.
    5. Bojana Milošević & Marko Obradović, 2016. "New class of exponentiality tests based on U-empirical Laplace transform," Statistical Papers, Springer, vol. 57(4), pages 977-990, December.
    6. Withers, Christopher S. & Nadarajah, Saralees, 2013. "Bayesian efficiency," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1203-1212.
    7. Gerrit Lodewicus Grobler & Elzanie Bothma & James Samuel Allison, 2022. "Testing for the Rayleigh Distribution: A New Test with Comparisons to Tests for Exponentiality Based on Transformed Data," Mathematics, MDPI, vol. 10(8), pages 1-17, April.
    8. Dong, Kangyin & Dong, Xiucheng & Ren, Xiaohang, 2020. "Can expanding natural gas infrastructure mitigate CO2 emissions? Analysis of heterogeneous and mediation effects for China," Energy Economics, Elsevier, vol. 90(C).
    9. Marcel, Bräutigam & Marie, Kratz, 2018. "On the Dependence between Quantiles and Dispersion Estimators," ESSEC Working Papers WP1807, ESSEC Research Center, ESSEC Business School.
    10. Pietro Muliere & Yakov Nikitin, 2002. "Scale-invariant test of normality based on Polya's characterization," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 20-32.
    11. Panagiotis Palaios & Evangelia Papapetrou, 2022. "Oil prices, labour market adjustment and dynamic quantile connectedness analysis: evidence from Greece during the crisis," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 11(1), pages 1-21, December.
    12. Henze, Norbert & Nikitin, Yakov & Ebner, Bruno, 2009. "Integral distribution-free statistics of Lp-type and their asymptotic comparison," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3426-3438, July.
    13. Sarantis Lolos & Panagiotis Palaios & Evangelia Papapetrou, 2023. "Tourism-led growth asymmetries in Greece: evidence from quantile regression analysis," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 22(1), pages 125-148, January.
    14. Alessandra Durio & Yakov Nikitin, 2002. "Asympotic efficiency of signed - rank symmetry tests under skew alternatives," ICER Working Papers 12-2002, ICER - International Centre for Economic Research.
    15. Tauchmann, Harald, 2019. "Fixed-effects estimation of the linear discrete-time hazard model: An adjusted first-differences estimator," FAU Discussion Papers in Economics 09/2019, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    16. L. Ndwandwe & J. S. Allison & L. Santana & I. J. H. Visagie, 2023. "Testing for the Pareto type I distribution: a comparative study," METRON, Springer;Sapienza Università di Roma, vol. 81(2), pages 215-256, August.
    17. Steffen Betsch & Bruno Ebner, 2020. "Testing normality via a distributional fixed point property in the Stein characterization," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 105-138, March.
    18. 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.
    19. Ivanović, Blagoje & Milošević, Bojana & Obradović, Marko, 2020. "Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting," Computational Statistics & Data Analysis, Elsevier, vol. 151(C).
    20. Simos Meintanis & Bojana Milošević & Marko Obradović, 2023. "Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(7), pages 723-751, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metrik:v:81:y:2018:i:6:d:10.1007_s00184-018-0673-0. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.