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

Miguel A. Arcones
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Abstract

We find the Bahadur slope of the Lilliefors and Cramér--von Mises tests of normality.

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Miguel A. Arcones. 2006-12-22. On the Bahadur slope of the Lilliefors and the Cramér--von Mises tests of normality. https://doi.org/10.1214/074921706000000851

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