Asymptotic Efficiency of New Distribution-Free Tests of Symmetry for Generalized Skew Alternatives

Resumo

The Bahadur efficiency of new nonparametric tests of symmetry recently proposed by Nikitin and Ahsanullah is calculated. In contrast to this result, where only location alternatives were discussed, in the present paper generalized skew alternatives are of interest. It is shown that the new tests are highly efficient for a large class of skew alternatives. The problem of most favorable alternatives is also studied.