Grane, Aurea; Tchirina, Anna V. - Departamento de Estadistica, Universidad Carlos III de … - 2008
We study the efficiency properties of the goodness-of-fit test based on the Qn statistic introduced in Fortiana and Grané (2003) using the concepts of Bahadur asymptotic relative efficiency and Bahadur asymptotic optimality. We compare the test based on this statistic with those based on the...