Power of A Class of Goodness-of-Fit Tests I
Christopher S. Withers, Saralees Nadarajah (2009)
ESAIM: Probability and Statistics
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Consider testing whether for a continuous cdf on = (-∞,∞) and for a random sample ,..., from . 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.