TY - JOUR

T1 - Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization

AU - Nikitin, Ya. Yu.

PY - 2018/8

Y1 - 2018/8

N2 - 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.

AB - 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.

KW - Testing of normality,$U$-statistics , Bahadur efficiency , Kolmogorov test

KW - Bahadur efficiency

KW - Kolmogorov test

KW - Testing of normality

KW - U-statistics

KW - STATISTICS

KW - CONVERGENCE

KW - OF-FIT TESTS

KW - SKEW ALTERNATIVES

UR - http://www.scopus.com/inward/record.url?scp=85050242000&partnerID=8YFLogxK

U2 - 10.1007/s00184-018-0673-0

DO - 10.1007/s00184-018-0673-0

M3 - Article

VL - 81

SP - 609

EP - 618

JO - Metrika

JF - Metrika

SN - 0026-1335

IS - 6

ER -