Consider testing whether for a continuous cdf on and for a random sample ,..., from . We derive expansions of the associated asymptotic power based on the Cramer-von Mises, Kolmogorov-Smirnov and Kuiper statistics. We provide numerical illustrations using a double-exponential example with a shifted alternative.
Mots clés : asymptotic power, brownian bridge, goodness-of-fit, Pitman efficiency
@article{PS_2009__13__283_0, author = {Withers, Christopher S. and Nadarajah, Saralees}, title = {Power of a class of goodness-of-fit tests {I}}, journal = {ESAIM: Probability and Statistics}, pages = {283--300}, publisher = {EDP-Sciences}, volume = {13}, year = {2009}, doi = {10.1051/ps:2008013}, mrnumber = {2528085}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps:2008013/} }
TY - JOUR AU - Withers, Christopher S. AU - Nadarajah, Saralees TI - Power of a class of goodness-of-fit tests I JO - ESAIM: Probability and Statistics PY - 2009 SP - 283 EP - 300 VL - 13 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ps:2008013/ DO - 10.1051/ps:2008013 LA - en ID - PS_2009__13__283_0 ER -
Withers, Christopher S.; Nadarajah, Saralees. Power of a class of goodness-of-fit tests I. ESAIM: Probability and Statistics, Tome 13 (2009), pp. 283-300. doi : 10.1051/ps:2008013. http://www.numdam.org/articles/10.1051/ps:2008013/
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