Overweight Tails are Inefficient
Lockhart, R. A.
Ann. Statist., Tome 19 (1991) no. 1, p. 2254-2258 / Harvested from Project Euclid
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Test statistics which are almost determined by $o(n)$ tail order statistics are shown to provide tests of asymptotic relative efficiency 0 against the usual type of contiguous alternative. The result is applied to several goodness-of-fit tests: the variance weighted Kolmogorov-Smirnov statistic, the Kolmogorov-Smirnov statistic in the stabilized probability plot and the correlation coefficient in a $Q - Q$ plot for a variety of distributions with exponential tails.
Publié le : 1991-12-14
Classification:  Goodness of fit,  probability plots,  correlation tests,  62G20,  62G30 
@article{1176348397,
     author = {Lockhart, R. A.},
     title = {Overweight Tails are Inefficient},
     journal = {Ann. Statist.},
     volume = {19},
     number = {1},
     year = {1991},
     pages = { 2254-2258},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348397}
}

Lockhart, R. A. Overweight Tails are Inefficient. Ann. Statist., Tome 19 (1991) no. 1, pp.  2254-2258. http://gdmltest.u-ga.fr/item/1176348397/