Standard

Local efficiency of integrated goodness-of-fit tests under skew alternatives. / Durio, A.; Nikitin, Y.Y.

In: Statistics and Probability Letters, Vol. 117, 2016, p. 136-143.

Research output: Contribution to journal › Article

Harvard

Durio, A & Nikitin, YY 2016, 'Local efficiency of integrated goodness-of-fit tests under skew alternatives', Statistics and Probability Letters, vol. 117, pp. 136-143. https://doi.org/10.1016/j.spl.2016.05.016

APA

Durio, A., & Nikitin, Y. Y. (2016). Local efficiency of integrated goodness-of-fit tests under skew alternatives. Statistics and Probability Letters, 117, 136-143. https://doi.org/10.1016/j.spl.2016.05.016

Vancouver

Durio A, Nikitin YY. Local efficiency of integrated goodness-of-fit tests under skew alternatives. Statistics and Probability Letters. 2016;117:136-143. https://doi.org/10.1016/j.spl.2016.05.016

Author

Durio, A. ; Nikitin, Y.Y. / Local efficiency of integrated goodness-of-fit tests under skew alternatives. In: Statistics and Probability Letters. 2016 ; Vol. 117. pp. 136-143.

BibTeX

@article{980d4a5a1c314a5fb6c1ccb6091c7d8d,
title = "Local efficiency of integrated goodness-of-fit tests under skew alternatives",
abstract = "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.",
keywords = "asymptotic efficiency, skew alternative, integrated empirical process, local optimality",
author = "A. Durio and Y.Y. Nikitin",
year = "2016",
doi = "10.1016/j.spl.2016.05.016",
language = "English",
volume = "117",
pages = "136--143",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - Local efficiency of integrated goodness-of-fit tests under skew alternatives

AU - Durio, A.

AU - Nikitin, Y.Y.

PY - 2016

Y1 - 2016

N2 - 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.

AB - 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.

KW - asymptotic efficiency

KW - skew alternative

KW - integrated empirical process

KW - local optimality

U2 - 10.1016/j.spl.2016.05.016

DO - 10.1016/j.spl.2016.05.016

M3 - Article

VL - 117

SP - 136

EP - 143

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

ER -

ID: 7928012