Open Access
December, 1991 Overweight Tails are Inefficient
R. A. Lockhart
Ann. Statist. 19(4): 2254-2258 (December, 1991). DOI: 10.1214/aos/1176348397

Abstract

Test statistics which are almost determined by $o(n)$ tail order statistics are shown to provide tests of asymptotic relative efficiency 0 against the usual type of contiguous alternative. The result is applied to several goodness-of-fit tests: the variance weighted Kolmogorov-Smirnov statistic, the Kolmogorov-Smirnov statistic in the stabilized probability plot and the correlation coefficient in a $Q - Q$ plot for a variety of distributions with exponential tails.

Citation

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R. A. Lockhart. "Overweight Tails are Inefficient." Ann. Statist. 19 (4) 2254 - 2258, December, 1991. https://doi.org/10.1214/aos/1176348397

Information

Published: December, 1991
First available in Project Euclid: 12 April 2007

zbMATH: 0745.62047
MathSciNet: MR1135175
Digital Object Identifier: 10.1214/aos/1176348397

Subjects:
Primary: 62G20
Secondary: 62G30

Keywords: correlation tests , goodness of fit , probability plots

Rights: Copyright © 1991 Institute of Mathematical Statistics

Vol.19 • No. 4 • December, 1991
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