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On asymptotic efficiency of tests of fit based on the Deheuvels empirical process. (English. Russian original) Zbl 1274.62325
J. Math. Sci., New York 159, No. 3, 317-323 (2009); translation from Zap. Nauchn. Semin. POMI 361, 66-77 (2008).
Summary: We consider some goodness-of-fit tests which are functionals of the modified empirical process defined in the spirit of [P. Deheuvels, Stat. Probab. Lett. 77, No. 12, 1190–1200 (2007; Zbl 1274.62318)]. We calculate their Bahadur efficiency for simple alternatives and find conditions of local optimality for the analog of the Kolmogorov test.

MSC:
62G10 Nonparametric hypothesis testing
62G30 Order statistics; empirical distribution functions
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