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arXiv · 0906.0428

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

Yakov Nikitin
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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.

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Yakov Nikitin. 2009-06-02. Large deviations of U-empirical Kolmogorov-Smirnov tests, and their efficiency. https://arxiv.org/abs/0906.0428

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