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Zapiski Nauchnykh Seminarov POMI, 2006, Volume 339, Pages 63–77
(Mi znsl158)
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This article is cited in 3 scientific papers (total in 3 papers)
A test of exponentiality versus alternatives containing the RNBUE class derived from the Laplace empirical transform
S. Meintanisa, Ya. Yu. Nikitinb, A. V. Tchirinac a National and Capodistrian University of Athens, Faculty of Economics
b Saint-Petersburg State University
c Saint-Petersburg State Electrotechnical University
Abstract:
A scale–free test for exponentiality is proposed which is consistent within an extended set of models which includes, but is not limited to, the ‘renewal new better than used in expectation’ (RNBUE) class of life distributions. The limiting null distribution of the test statistics is derived, and the approximate local Bahadur efficiency is calculated for several families of alternatives. The finite–sample properties of the proposed procedures are investigated via simulation.
Received: 20.11.2006
Citation:
S. Meintanis, Ya. Yu. Nikitin, A. V. Tchirina, “A test of exponentiality versus alternatives containing the RNBUE class derived from the Laplace empirical transform”, Probability and statistics. Part 10, Zap. Nauchn. Sem. POMI, 339, POMI, St. Petersburg, 2006, 63–77; J. Math. Sci. (N. Y.), 145:2 (2007), 4871–4879
Linking options:
https://www.mathnet.ru/eng/znsl158 https://www.mathnet.ru/eng/znsl/v339/p63
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Abstract page: | 266 | Full-text PDF : | 97 | References: | 39 |
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