Autore: Nikitin, Yakov
Titolo: Asymptotic efficiency and local optimality of distribution-free tests based on U- and V-statistics
Periodico: International Center for Economics Research, Torino. ICER - Working papers series
Anno: 2001 - Fascicolo: 20 - Pagina iniziale: 1 - Pagina finale: 15

Many well-known goodness-of-fit and symmetry tests are based on U- et V-statistics. Recent progress in the analysis of their large deviations enables to find new expressions for their local Bahadur efficiency in case of bounded kernels and to formulate the conditions of local optimality. For some known statistics and such alternatives as location, scale and skew models this leads to original characterizations of distributions.


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