Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency

Yakov Nikitin

Journal of Nonparametric Statistics, 2010, vol. 22, issue 5, 649-668

Abstract: Non-degenerate U-empirical Kolmogorov–Smirnov tests are studied and their large deviation asymptotics under the null-hypothesis is described. Several examples of such statistics used for testing goodness-of-fit and symmetry are considered. It is shown how to calculate their local Bahadur efficiency.

Date: 2010
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DOI: 10.1080/10485250903118085

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