Hodges--Lehmann asymptotic efficiency of the Kolmogorov and Smirnov goodness-of-fit tests
    
    
  
  
  
      
      
      
        
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 119-123
    
  
  
  
  
  
    
      
      
        
      
      
      
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              			One considers the Hodges–Lehmann asymptotic efficiency of the Kolmogorov and Smirnov goodness-of-fit tests, which measures the rate of the exponential decrease of the errors of the second kind, under a fixed significance level. It is shown that the Kolmogorov test is always asymptotically optimal in this sense, while the one-sided Smirnov test is asymptotically optimal under additional conditions imposed on the parametric family of distributions.
			
            
            
            
          
        
      @article{ZNSL_1985_142_a11,
     author = {Ya. Yu. Nikitin},
     title = {Hodges--Lehmann asymptotic efficiency of the {Kolmogorov} and {Smirnov} goodness-of-fit tests},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {119--123},
     publisher = {mathdoc},
     volume = {142},
     year = {1985},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a11/}
}
                      
                      
                    TY - JOUR AU - Ya. Yu. Nikitin TI - Hodges--Lehmann asymptotic efficiency of the Kolmogorov and Smirnov goodness-of-fit tests JO - Zapiski Nauchnykh Seminarov POMI PY - 1985 SP - 119 EP - 123 VL - 142 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a11/ LA - ru ID - ZNSL_1985_142_a11 ER -
Ya. Yu. Nikitin. Hodges--Lehmann asymptotic efficiency of the Kolmogorov and Smirnov goodness-of-fit tests. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 119-123. http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a11/