Asymptotic efficiency and local optimality of distribution - free tests based on U- and V-statistics.

Many well-known goodness-of-fit and symmetry tests are based on U- et V-statistics. Recent progress in the analysis of their large deviations enables to find new expressions for their local Bahadur efficiency in case of bounded kernels and to formulate the conditions of local optimality. For some known statistics and such alternatives as location, scale and skew models this leads to original characterizations of distributions.

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Year of publication:	2001-07
Authors:	Nikitin, Yakov
Institutions:	International Centre for Economic Research (ICER)
Subject:	U-statistics \| large deviations \| Bahadur efficiency \| local optimality

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Extent:	application/pdf
Series:	ICER Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	15 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005577386