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

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VOL. 51 | 2006 On the Bahadur slope of the Lilliefors and the Cramér–von Mises tests of normality

Miguel A. Arcones

Editor(s) Evarist Giné, Vladimir Koltchinskii, Wenbo Li, Joel Zinn

Institute of Mathematical Statistics Lecture Notes - Monograph Series, 2006: 196-206 (2006) https://doi.org/10.1214/074921706000000851

Abstract

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

Published: 1 January 2006

First available in Project Euclid: 28 November 2007

MathSciNet: MR2387770

Digital Object Identifier: 10.1214/074921706000000851

Subjects:

Primary: 62F05

Secondary: 60F10

Keywords: Bahadur slope , large deviations , Lilliefors test of normality

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Vol. 51 • 1 January 2006

Institute of Mathematical Statistics