Efficiency of exponentiality tests based on a special property of exponential distribution

DOI10.3103/S1066530716010038zbMath1345.60019arXiv1603.02245OpenAlexW2962836600MaRDI QIDQ726582

Yakov Yu. Nikitin, Ksenia Volkova

Publication date: 12 July 2016

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

Full work available at URL: https://arxiv.org/abs/1603.02245

zbMATH Keywords

large deviationslimiting distributions\(U\)-statisticsBahadur efficiencyexponentiality tests

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

Related Items (9)

Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization ⋮ A brief comment on exponentiality and reign lengths of emperors ⋮ Tests for symmetry based on the integrated empirical process ⋮ New goodness-of-fit tests for Pareto I type distribution, based on some characterization ⋮ Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function ⋮ Goodness-of-fit tests based on a characterization of logistic distribution ⋮ New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies ⋮ Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations. ⋮ Goodness-of-fit tests for the logistic location family

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On distribution-free goodness-of-fit testing of exponentiality
• A note on mixed exponential distribution with negative weights
• Exponentiality tests based on Ahsanullah's characterization and their efficiency
• Convergence of a class of empirical distribution functions of dependent random variables
• Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
• Note on a characterization of exponential distributions
• Goodness-of-fit tests for exponentiality based on a loss-of-memory type functional equation
• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• Tests of fit for exponentiality based on a characterization via the mean residual life function
• Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies
• Recent and classical tests for exponentiality: a partial review with comparisons
• Empirical likelihood-based tests for stochastic ordering
• Efficiency and local optimality of nonparametric tests based on U- and V-statistics
• Life distributions. Structure of nonparametric, semiparametric, and parametric families.
• Lilliefors test for exponentiality: large deviations, asymptotic efficiency, and conditions of local optimality
• On asymptotic efficiency of exponentiality tests based on Rossberg's characterization
• On characterizing the gamma and the normal distribution
• Asymptotic efficiency of new exponentiality tests based on a characterization
• Brittle power: On Roman Emperors and exponential lengths of rule
• Asymptotic efficiency of exponentiality tests based on order statistics characterization
• CHARACTERIZING PROPERTIES OF STATISTICAL DISTRIBUTIONS
• A class of goodness-of-fit tests based on a new characterization of the exponential distribution
• Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency
• Bahadur efficiency and local optimality of a test for the exponential distribution based on the gini statistic
• Bahadur efficiency of a test of exponentiality based on a loss-of-memory type functional equation
• Asymptotic Efficiency of Nonparametric Tests
• GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION
• Testing exponentiality based on characterizations of the exponential distribution
• A Class of Statistics with Asymptotically Normal Distribution

This page was built for publication: Efficiency of exponentiality tests based on a special property of exponential distribution