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Asymptotic efficiency and local optimality of distribution - free tests based on U- and V-statistics

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  • Yakov Nikitin

Abstract

Many well-known goodness-of-fit and symmetry tests are based on U- et V-statistics. Recent progress in the analysis of their large deviations enables to find new expressions for their local Bahadur efficiency in case of bounded kernels and to formulate the conditions of local optimality. For some known statistics and such alternatives as location, scale and skew models this leads to original characterizations of distributions.

Suggested Citation

  • Yakov Nikitin, 2001. "Asymptotic efficiency and local optimality of distribution - free tests based on U- and V-statistics," ICER Working Papers 20-2001, ICER - International Centre for Economic Research.
    • Handle: RePEc:icr:wpicer:20-2001
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    File URL: http://www.biblioecon.unito.it/biblioservizi/RePEc/icr/wp2001/Nikitin20-01.pdf
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    Cited by:

    1. 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.
    2. 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.

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