G. T. Bookiya, Ya. Yu. Nikitin, “Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives”, Zap. Nauchn. Sem. POMI, 2016, Volume 454,Pages <nobr>82

This article is cited in 3 papers

Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives

G. T. Bookiya^a, Ya. Yu. Nikitin^b

^a St. Petersburg State University, St. Petersburg, Russia
^b St. Petersburg State University, Department of Mathematics and Mechanics, St. Petersburg, Russia

Abstract: We calculate Bahadur efficiency of new nonparametric tests for symmetry recently proposed by Nikitin and Ahsanullah [30]. In contrast with that paper where only location alternatives were discussed, we are interested in generalized skew alternatives. It is shown that the new tests are highly efficient for a vast class of skew alternatives. The problem of most favorable alternatives is also explored.

Key words and phrases: test of symmetry, $U$-empirical distribution, Bahadur efficiency, skew-symmetric alternative.

UDC: 519.2

Received: 28.10.2016