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Activity Number: 475
Type: Contributed
Date/Time: Wednesday, August 5, 2009 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #305529
Title: Asymptotically Efficient Tests for Goodness-of-Fit
Author(s): Yongzhao Shao*+ and Ming Zhou and Jiqiang Guo
Companies: Iowa State University and Iowa State University and Iowa State University
Address: Department of Statistics, Ames, IA, 50011,
Keywords: Goodness-of-fit ; entropy ; non-local alternative ; Bahadure efficiency
Abstract:

This paper identifies tests for goodness of fit that are asymptotically efficient against non-local alternatives. As demonstration for finite-sample power performance, simulation results are discussed to compare the power of the proposed tests against some leading tests for normality.

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