Kybernetika 30 no. 3, 223-232, 1994

Pitman efficiencies of Lp-goodness-of-fit tests

Jan Beirlant and László Györfi


Pitman efficiencies are used to describe the problem of choice of the number of classes in $L_{p}$-goodness-of-fit tests ($p\ge 1$) based on histogram density estimates. We consider the case where the number of classes increases with the sample size.


62G20, 62G10