Bahadur efficiency of the Watson–Darling goodness-of-fit tests
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part X, Tome 158 (1987), pp. 138-145
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The rough asymptotic behavior of the probability of large deviations is found for Watson–Darling goodness-of-fit tests, which are “centered” versions of Kolomogorov-Smirnov statistics. Their Bahadur effectiveness is calculated and conditions for local asymptotic optimality for the alternative of translation are studied.
@article{ZNSL_1987_158_a13,
author = {Ya. Yu. Nikitin},
title = {Bahadur efficiency of the {Watson{\textendash}Darling} goodness-of-fit tests},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {138--145},
year = {1987},
volume = {158},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1987_158_a13/}
}
Ya. Yu. Nikitin. Bahadur efficiency of the Watson–Darling goodness-of-fit tests. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part X, Tome 158 (1987), pp. 138-145. http://geodesic.mathdoc.fr/item/ZNSL_1987_158_a13/