On the available local asymptotic efficiency of some goodness-of-fit criteria
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 30, Tome 501 (2021), pp. 218-235 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

The concept of local asymptotic Bahadur optimality for a sequence of statistics is well known. The following problem was posed and in many cases solved by Ya.Yu. Nikitin: to describe the class of distributions for which a given sequence of statistics is locally asymptotically optimal against specific alternatives (shift, scale, etc.). However, in some cases this problem has no solution. We propose to consider a modified problem. Its solution gives the value of the available asymptotic efficiency of the corresponding statistics.
@article{ZNSL_2021_501_a14,
     author = {A. I. Nazarov and A. V. Tchirina},
     title = {On the available local asymptotic efficiency of some goodness-of-fit criteria},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {218--235},
     year = {2021},
     volume = {501},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2021_501_a14/}
}
TY  - JOUR
AU  - A. I. Nazarov
AU  - A. V. Tchirina
TI  - On the available local asymptotic efficiency of some goodness-of-fit criteria
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2021
SP  - 218
EP  - 235
VL  - 501
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2021_501_a14/
LA  - ru
ID  - ZNSL_2021_501_a14
ER  - 
%0 Journal Article
%A A. I. Nazarov
%A A. V. Tchirina
%T On the available local asymptotic efficiency of some goodness-of-fit criteria
%J Zapiski Nauchnykh Seminarov POMI
%D 2021
%P 218-235
%V 501
%U http://geodesic.mathdoc.fr/item/ZNSL_2021_501_a14/
%G ru
%F ZNSL_2021_501_a14
A. I. Nazarov; A. V. Tchirina. On the available local asymptotic efficiency of some goodness-of-fit criteria. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 30, Tome 501 (2021), pp. 218-235. http://geodesic.mathdoc.fr/item/ZNSL_2021_501_a14/

[1] P. Deheuvels, “Invariance of Wiener processes and of Brownian bridges by integral transforms and applications”, Stochastic Processes and their Applications, 13:3 (1982), 311–318 | DOI | MR | Zbl

[2] N. Henze, Ya. Yu. Nikitin, Watson-Type Goodness-of-Fit Tests Based on the Integrated Empirical Process, Mathematical Methods of Statistics, January 2002 | Zbl

[3] E. V. Khmaladze, “Martingalnyi podkhod v teorii neparametricheskikh kriteriev soglasiya”, Teoriya veroyatn. i ee primen., 26:2 (1981), 246–265 | MR | Zbl

[4] G. Kallianpur, H. Oodaira, “Freidlin–Wentzell type estimates for abstract Wiener spaces”, Sankhyā: The Indian Journal of Statistics, Series A, 40:2 (1978), 116–137 | Zbl

[5] A. I. Nazarov, A. P. Shcheglova, Steklov-type 1D inequalities (a survey), arXiv: 2101.10752

[6] Ya. Yu. Nikitin, Asimptoticheskaya effektivnost neparametricheskikh kriteriev, Fizmatlit, M., 1995

[7] O. A. Podkorytova, Bakhadurovskaya effektivnost neparametricheskikh kriteriev soglasiya, osnovannykh na preobrazovannykh empiricheskikh protsessakh, Diss. ...k.f.-m.n., SPbGU, SPb., 1994