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