Power of a class of goodness-of-fit tests I
ESAIM: Probability and Statistics, Tome 13 (2009), pp. 283-300.

Consider testing whether $F={F}_{0}$ for a continuous cdf on $R=\left(-\infty ,\infty \right)$ and for a random sample ${X}_{1}$,..., ${X}_{n}$ from $F$. We derive expansions of the associated asymptotic power based on the Cramer-von Mises, Kolmogorov-Smirnov and Kuiper statistics. We provide numerical illustrations using a double-exponential example with a shifted alternative.

DOI : https://doi.org/10.1051/ps:2008013
Classification : 62F03,  62F05,  62F12
Mots clés : asymptotic power, brownian bridge, goodness-of-fit, Pitman efficiency
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author = {Withers, Christopher S. and Nadarajah, Saralees},
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Withers, Christopher S.; Nadarajah, Saralees. Power of a class of goodness-of-fit tests I. ESAIM: Probability and Statistics, Tome 13 (2009), pp. 283-300. doi : 10.1051/ps:2008013. http://www.numdam.org/articles/10.1051/ps:2008013/

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