Standard

On the asymptotic efficiency of normality tests based on the Shepp property. / Volkova, K. Yu; Nikitin, Ya Yu.

In: Vestnik St. Petersburg University: Mathematics, Vol. 42, No. 4, 01.12.2009, p. 256-261.

Research output: Contribution to journal › Article › peer-review

Harvard

Volkova, KY & Nikitin, YY 2009, 'On the asymptotic efficiency of normality tests based on the Shepp property', Vestnik St. Petersburg University: Mathematics, vol. 42, no. 4, pp. 256-261. https://doi.org/10.3103/S1063454109040025

APA

Volkova, K. Y., & Nikitin, Y. Y. (2009). On the asymptotic efficiency of normality tests based on the Shepp property. Vestnik St. Petersburg University: Mathematics, 42(4), 256-261. https://doi.org/10.3103/S1063454109040025

Vancouver

Volkova KY, Nikitin YY. On the asymptotic efficiency of normality tests based on the Shepp property. Vestnik St. Petersburg University: Mathematics. 2009 Dec 1;42(4):256-261. https://doi.org/10.3103/S1063454109040025

Author

Volkova, K. Yu ; Nikitin, Ya Yu. / On the asymptotic efficiency of normality tests based on the Shepp property. In: Vestnik St. Petersburg University: Mathematics. 2009 ; Vol. 42, No. 4. pp. 256-261.

BibTeX

@article{e58b23b966fa4129b82fbeb49edd033e,
title = "On the asymptotic efficiency of normality tests based on the Shepp property",
abstract = "New invariant tests of normality based on Shepp property are constructed and studied. Test statistics are functions of a U-empirical process. The limiting distributions and large deviations of test statistics under the null-hypothesis are described. Local Bahadur efficiency of new tests is calculated under simplest parametric alternatives (shift, skew, and contamination alternatives).",
author = "Volkova, {K. Yu} and Nikitin, {Ya Yu}",
year = "2009",
month = dec,
day = "1",
doi = "10.3103/S1063454109040025",
language = "English",
volume = "42",
pages = "256--261",
journal = "Vestnik St. Petersburg University: Mathematics",
issn = "1063-4541",
publisher = "Pleiades Publishing",
number = "4",

}

RIS

TY - JOUR

T1 - On the asymptotic efficiency of normality tests based on the Shepp property

AU - Volkova, K. Yu

AU - Nikitin, Ya Yu

PY - 2009/12/1

Y1 - 2009/12/1

N2 - New invariant tests of normality based on Shepp property are constructed and studied. Test statistics are functions of a U-empirical process. The limiting distributions and large deviations of test statistics under the null-hypothesis are described. Local Bahadur efficiency of new tests is calculated under simplest parametric alternatives (shift, skew, and contamination alternatives).

AB - New invariant tests of normality based on Shepp property are constructed and studied. Test statistics are functions of a U-empirical process. The limiting distributions and large deviations of test statistics under the null-hypothesis are described. Local Bahadur efficiency of new tests is calculated under simplest parametric alternatives (shift, skew, and contamination alternatives).

UR - http://www.scopus.com/inward/record.url?scp=84859703789&partnerID=8YFLogxK

U2 - 10.3103/S1063454109040025

DO - 10.3103/S1063454109040025

M3 - Article

AN - SCOPUS:84859703789

VL - 42

SP - 256

EP - 261

JO - Vestnik St. Petersburg University: Mathematics

JF - Vestnik St. Petersburg University: Mathematics

SN - 1063-4541

IS - 4

ER -

ID: 47771903