Abstract:
For χ2−tests with increasing number of cells, Cramer-von Mises tests, tests generated L2- norms of kernel estimators and tests generated quadratic forms of estimators of Fourier coefficients, we find necessary and sufficient conditions of consistency and inconsistency for sequences of alternatives having a given rate of convergence to hypothesis in L2-norm. We provide transparent interpretations of these conditions allowing to understand the structure of such consistent sequences. We show that, if set of alternatives is bounded closed center-symmetric convex set U with "small" L2 – ball removed, then compactness of set U is necessary condition for existence of consistent tests.