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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

Abstract

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

Information

Published: 1 January 2006
First available in Project Euclid: 28 November 2007

zbMATH: 1153.62034
MathSciNet: MR2387770

Digital Object Identifier: 10.1214/074921706000000851

Subjects:
Primary: 62F05
Secondary: 60F10

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

Rights: Copyright © 2006, Institute of Mathematical Statistics

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