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

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Abstract

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

Chapter information

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

Dates
First available in Project Euclid: 28 November 2007

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1196284113

Digital Object Identifier
doi:10.1214/074921706000000851

Mathematical Reviews number (MathSciNet)
MR2387770

Zentralblatt MATH identifier
1153.62034

Subjects
Primary: 62F05: Asymptotic properties of tests
Secondary: 60F10: Large deviations

Keywords
Bahadur slope Lilliefors test of normality large deviations

Rights
Copyright © 2006, Institute of Mathematical Statistics

Citation

Arcones, Miguel A. On the Bahadur slope of the Lilliefors and the Cramér–von Mises tests of normality. High Dimensional Probability, 196--206, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2006. doi:10.1214/074921706000000851. https://projecteuclid.org/euclid.lnms/1196284113


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