Lilliefors test for exponentiality: large deviations, asymptotic efficiency, and conditions of local optimality

DOI10.3103/S1066530707010024zbMath1283.62036OpenAlexW1979837827MaRDI QIDQ2440594

A. V. Tchirina, Yakov Yu. Nikitin

Publication date: 19 March 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530707010024

zbMATH Keywords

large deviationsBahadur efficiencytesting of exponentialityLilliefors test

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

Related Items (8)

New tests for exponentiality based on a characterization with random shift ⋮ Bahadur efficiency of EDF based normality tests when parameters are estimated ⋮ Bahadur efficiencies of the Epps-Pulley test for normality ⋮ Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency ⋮ Exponentiality tests based on Ahsanullah's characterization and their efficiency ⋮ Efficiency of exponentiality tests based on a special property of exponential distribution ⋮ Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics ⋮ New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies

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• Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings
• Exact Bahadur Efficiencies for the Kolmogorov-Smirnov and Kuiper One- and Two-Sample Statistics

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