Large deviations of U-empirical Kolmogorov-Smirnov tests, and their efficiency
Probability
2009-06-03 v1 Statistics Theory
Statistics Theory
Abstract
Non-degenerate U-empirical Kolmogorov-Smirnov tests are studied and their large deviation asymptotics under the null-hypothesis is described. Several examples of such statistics used for testing goodness-of-fit and symmetry are considered. It is shown how to calculate their local Bahadur efficiency.
Keywords
Cite
@article{arxiv.0906.0428,
title = {Large deviations of U-empirical Kolmogorov-Smirnov tests, and their efficiency},
author = {Yakov Nikitin},
journal= {arXiv preprint arXiv:0906.0428},
year = {2009}
}
Comments
24 pages, 1 figure