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Zapiski Nauchnykh Seminarov POMI, 2016, Volume 454, Pages 82–101
(Mi znsl6385)
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This article is cited in 3 scientific papers (total in 3 papers)
Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives
G. T. Bookiyaa, Ya. Yu. Nikitinb a St. Petersburg State University, St. Petersburg, Russia
b St. Petersburg State University, Department of Mathematics and Mechanics, St. Petersburg, Russia
Abstract:
We calculate Bahadur efficiency of new nonparametric tests for symmetry recently proposed by Nikitin and Ahsanullah [30]. In contrast with that paper where only location alternatives were discussed, we are interested in generalized skew alternatives. It is shown that the new tests are highly efficient for a vast class of skew alternatives. The problem of most favorable alternatives is also explored.
Key words and phrases:
test of symmetry, $U$-empirical distribution, Bahadur efficiency, skew-symmetric alternative.
Received: 28.10.2016
Citation:
G. T. Bookiya, Ya. Yu. Nikitin, “Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives”, Probability and statistics. Part 24, Zap. Nauchn. Sem. POMI, 454, POMI, St. Petersburg, 2016, 82–101; J. Math. Sci. (N. Y.), 229:6 (2018), 651–663
Linking options:
https://www.mathnet.ru/eng/znsl6385 https://www.mathnet.ru/eng/znsl/v454/p82
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