On the Available Local Asymptotic Efficiency of some Goodness-of-fit Criteria

Author:

Nazarov A. I.,Tchirina A. V.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Mathematics,Statistics and Probability

Reference7 articles.

1. P. Deheuvels, “Invariance of Wiener processes and of Brownian bridges by integral transforms and applications,” Stochastic Processes and their Applications, 13, No. 3, 311–318 (1982).

2. N. Henze and Ya. Yu. Nikitin, “Watson-Type Goodness-of-Fit Tests Based on the Integrated Empirical Process,” Mathematical Methods of Statistics, January 2002.

3. E. V. Khmaladze, “Martingale approach in the theory of goodness-of-fit tests,” Theory of Probability and its Applications, 26, No. 2, 240–257 (1982).

4. G. Kallianpur and H. Oodaira, “Freidlin–Wentzell type estimates for abstract Wiener spaces,” Sankhyā: The Indian Journal of Statistics, Series A, 40, No. 2, 116–137 (1978).

5. A. I. Nazarov and A. P. Shcheglova, Steklov-type 1D inequalities (a survey). Preprint available at arxiv.org/abs/2101.10752.

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