On the Bahadur slope of the Lilliefors and the Cramér--von Mises tests of normality

Details On the Bahadur slope of the Lilliefors and the Cramér--von Mises tests of normality On the Bahadur slope of the Lilliefors and the Cramér--von Mises tests of normality

2006-12-22

arxiv.org/abs/math/0612708v1

IMS Lecture Notes Monograph Series 2006, Vol. 51, 196-206

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/074921706000000851 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/p

Scientific paper

10.1214/074921706000000851

We find the Bahadur slope of the Lilliefors and Cram\'{e}r--von Mises tests
of normality.

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