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Institute of Mathematical Statistics Lecture Notes - Monograph Series

On the Bahadur slope of the Lilliefors and the Cramér–von Mises tests of normality

Miguel A. Arcones

Source: Evarist Giné, Vladimir Koltchinskii, Wenbo Li, Joel Zinn, eds., High Dimensional Probability: Proceedings of the Fourth International Conference (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2006), 196-206.

Abstract

We find the Bahadur slope of the Lilliefors and Cramér–von Mises tests of normality.

Primary Subjects: 62F05
Secondary Subjects: 60F10
Keywords: Bahadur slope; Lilliefors test of normality; large deviations

Full-text: Open access

Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.lnms/1196284113
Digital Object Identifier: doi:10.1214/074921706000000851

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2009 © Institute of Mathematical Statistics

Institute of Mathematical Statistics Lecture Notes - Monograph Series

Institute of Mathematical Statistics Lecture Notes - Monograph Series