On the Bahadur slope of the Lilliefors and the Cramér--von Mises tests of normality
arXiv:math/0612708 · doi:10.1214/074921706000000851
Abstract
We find the Bahadur slope of the Lilliefors and Cramér--von Mises tests of normality.
Published at http://dx.doi.org/10.1214/074921706000000851 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)