Weighted statistics including a modified Borovkov-Sycheva version show higher intermediate efficiency than Kolmogorov-Smirnov for alternatives allocating moderate probability mass to tails, with analytic comparisons and finite-sample confirmation.
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Intermediate efficiency of some weighted goodness-of-fit statistics
Weighted statistics including a modified Borovkov-Sycheva version show higher intermediate efficiency than Kolmogorov-Smirnov for alternatives allocating moderate probability mass to tails, with analytic comparisons and finite-sample confirmation.