Tests based on characterizations, and their efficiencies: a survey

Ya. Nikitin

Abstract


A survey of goodness-of-fit and symmetry tests based on the characterization properties of distributions is presented. This approach became popular in recent years. In most cases the test statistics are functionals of U-empirical processes. The limiting distributions and large deviations of new statistics under the null hypothesis are described. Their local Bahadur efficiency for various parametric alternatives is calculated and compared with each other as well as with diverse previously known tests. We also describe new directions of possible research in this domain.

Keywords


Characterization of distribution; goodness-of-fit; symmetry; U-statistics; Bahadur efficiency

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DOI: http://dx.doi.org/10.12697/ACUTM.2017.21.01

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ISSN 1406–2283 (print)
ISSN 2228–4699 (online)