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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2008 Volume 361, Pages 66–77 (Mi znsl2181)

This article is cited in 4 papers

On the efficiency of tests of fit based on the Deheuvels' empirical process

Ya. Yu. Nikitin, P. P. Sporysheva

Saint-Petersburg State University

Abstract: We consider some goodness-of-fit tests which are functionals of the modified empirical process defined in the spirit of the paper [5]. We calculate their Bahadur efficiency for simple alternatives and find the conditions of local optimality for the analogue of Kolmogorov test. Bibl. – 10 titles.

UDC: 519.2

Received: 29.11.2008


 English version:
Journal of Mathematical Sciences (New York), 2009, 159:3, 317–323

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