Limit distributions and Bahadur efficiencies for Kolmogorov–Smirnov-type statistics with random indices
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part 3, Tome 55 (1976), pp. 185-194
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One obtains limit distributions for some statistics with random indice of the Kolmogorov–Smirnov type considering the weak convergence of the corresponding empirical process. Approximate and exact Bahadur efficiencies of these statistics are computed. It is shown that they are in some sense worse that classical Kolmogorov–Smirnov statistics.
@article{ZNSL_1976_55_a11,
author = {Ya. Yu. Nikitin},
title = {Limit distributions and {Bahadur} efficiencies for {Kolmogorov{\textendash}Smirnov-type} statistics with random indices},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {185--194},
year = {1976},
volume = {55},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1976_55_a11/}
}
TY - JOUR AU - Ya. Yu. Nikitin TI - Limit distributions and Bahadur efficiencies for Kolmogorov–Smirnov-type statistics with random indices JO - Zapiski Nauchnykh Seminarov POMI PY - 1976 SP - 185 EP - 194 VL - 55 UR - http://geodesic.mathdoc.fr/item/ZNSL_1976_55_a11/ LA - ru ID - ZNSL_1976_55_a11 ER -
Ya. Yu. Nikitin. Limit distributions and Bahadur efficiencies for Kolmogorov–Smirnov-type statistics with random indices. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part 3, Tome 55 (1976), pp. 185-194. http://geodesic.mathdoc.fr/item/ZNSL_1976_55_a11/