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

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/131284We find the Bahadur slope of the Lilliefors and Cramér--von Mises tests of normality.Published at http://dx.doi.org/10.1214/074921706000000851 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)Statistics TheoryProbability62F05 (Primary) 60F10. (Secondary)On the Bahadur slope of the Lilliefors and the Cramér--von Mises tests of normalitytext