Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency
By Yakov Yu. Nikitin. 2009
50 citations recorded by the source corpus.
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.
Subfields: Artificial Intelligence, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/fc10f0fa870e11ee69e41c7e2093a312dd52f53d
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
In Finance
In Statistics and Probability
Citations in the corpus
- Tests based on characterizations, and their efficiencies: a survey (2017, methodology): “Arguments similar to the case of integral statistic, see [77], show that the local Bahadur efficiency of the sequence Dn is equal to 0.”