Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 119-123
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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/
@article{ZNSL_1985_142_a11,
author = {Ya. Yu. Nikitin},
title = {Hodges{\textendash}Lehmann asymptotic efficiency of the {Kolmogorov} and {Smirnov} goodness-of-fit tests},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {119--123},
year = {1985},
volume = {142},
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
UR - http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a11/
LA - ru
ID - ZNSL_1985_142_a11
ER -
%0 Journal Article
%A Ya. Yu. Nikitin
%T Hodges–Lehmann asymptotic efficiency of the Kolmogorov and Smirnov goodness-of-fit tests
%J Zapiski Nauchnykh Seminarov POMI
%D 1985
%P 119-123
%V 142
%U http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a11/
%G ru
%F ZNSL_1985_142_a11
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.