Large deviations of U-empirical Kolmogorov-Smirnov tests, and their efficiency
arXiv:0906.0428
Abstract
Non-degenerate U-empirical Kolmogorov-Smirnov tests are studied and their large deviation asymptotics under the null-hypothesis is described. Several examples of such statistics used for testing goodness-of-fit and symmetry are considered. It is shown how to calculate their local Bahadur efficiency.
24 pages, 1 figure