OVERWEIGHT TAILS ARE INEFFICIENT

• 成果类型: Note
• 署名作者: LOCKHART, RA
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348397
• 发表日期: 1991
• 页码: 2254-2258
• 关键词: asymptotic-distribution

摘要

Test statistics which are almost determined by o(n) tail order statistics are shown to provide tests of asymptotic relative efficiency 0 against the usual type of contiguous alternative. The result is applied to several goodness-of-fit tests: the variance weighted Kolmogorov-Smirnov statistic, the Kolmogorov-Smirnov statistic in the stabilized probability plot and the correlation coefficient in a Q-Q plot for a variety of distributions with exponential tails.