Asymptotic efficiency and local optimality of distribution - free tests based on U- and V-statistics

Yakov Nikitin

ICER Working Papers from ICER - International Centre for Economic Research

Abstract: Many well-known goodness-of-fit and symmetry tests are based on U- et V-statistics. Recent progress in the analysis of their large deviations enables to find new expressions for their local Bahadur efficiency in case of bounded kernels and to formulate the conditions of local optimality. For some known statistics and such alternatives as location, scale and skew models this leads to original characterizations of distributions.

Keywords: U-statistics; large deviations; Bahadur efficiency; local optimality (search for similar items in EconPapers)
Pages: 15 pages
Date: 2001-07
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Citations: View citations in EconPapers (2)

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