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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1988 Volume 166, Pages 112–128 (Mi znsl5552)

The Bahadur efficiency and local asymptotic optimality of some non-parametric tests of independence

Ya. Yu. Nikitin, A. G. Pankratova


Abstract: Bahadur efficiency of the Kolmogorov-type statistic for testing independence is computed. We investigate also the conditions of its local asymptotic optimality in the Bahadur sense.

UDC: 519.281



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