CMStatistics 2018: Start Registration
View Submission - CMStatistics
Title: New goodness-of-fit tests based on the functionals of U-empirical processes Authors:  Ksenia Volkova - Saint-Petersburg State University (Russia) [presenting]
Abstract: New goodness-of-fit tests are proposed. Tests statistics are functional of U-empirical processes. We discuss limiting distributions of new tests and find the logarithmic large deviation asymptotics of test statistics under null-hypothesis. In order to select the most sensitive test we compare them by the asymptotic method using the concept of asymptotic relative efficiency against some common alternatives. Conditions of the local asymptotic optimality of new statistics are given.