Documents

DOI

We consider two scale-free tests of normality based on the characterization of symmetric normal law by Ahsanullah, Kibria and Shakil (2014). Both tests have the $U$-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.
Translated title of the contributionЛокальная точная бахадуровская эффективность двух инвариантных к масштабу критериев согласия, основанных на недавней характеризации
Original languageEnglish
Pages (from-to)609-618
Number of pages10
JournalMetrika
Volume81
Issue number6
DOIs
StatePublished - Aug 2018

    Research areas

  • Bahadur efficiency, Kolmogorov test, Testing of normality, U-statistics, STATISTICS, CONVERGENCE, OF-FIT TESTS, SKEW ALTERNATIVES

    Scopus subject areas

  • Mathematics(all)
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

ID: 29163721