Local efficiency of integrated goodness-of-fit tests under skew alternatives
A.Durio, Ya. Yu. Nikitin
TL;DR
This paper evaluates the local Bahadur efficiencies of distribution-free integrated goodness-of-fit tests under skew alternatives, revealing unexpectedly high efficiency levels, which suggests their strong performance in practical skewed distribution scenarios.
Contribution
It extends previous efficiency analyses to more realistic skew alternatives, providing new insights into the performance of goodness-of-fit tests.
Findings
High local Bahadur efficiencies under skew alternatives
Enhanced understanding of test performance in skewed distributions
Supports use of these tests in practical skewness scenarios
Abstract
The efficiency of distribution-free {\it integrated} goodness-of-fit tests was studied by Henze and Nikitin (2000, 2002) under location alternatives. We calculate local Bahadur efficiencies of these tests under more realistic generalized skew alternatives. They turn out to be unexpectedly high.
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Taxonomy
TopicsStatistical Methods and Inference · Statistical Methods and Bayesian Inference · Economic and Environmental Valuation