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Zapiski Nauchnykh Seminarov POMI, 2009, Volume 368, Pages 95–109
(Mi znsl3505)
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This article is cited in 15 scientific papers (total in 15 papers)
On asymptotic efficiency of exponentiality tests based on Rossberg's characterization
K. Yu. Volkova Saint-Petersburg State University, Saint-Petersburg, Russia
Abstract:
We construct new tests of exponentiality based on Rossberg's characterization of exponential law. We compute limiting distributions of new tests, local Bahadur efficiency for common alternatives and describe conditions of their local asymptotic optimality. Bibl. – 13 titles.
Key words and phrases:
exponential distribution, characterization, large deviation, $U$-statistics, asymptotic efficiency, local optimality.
Received: 19.10.2009
Citation:
K. Yu. Volkova, “On asymptotic efficiency of exponentiality tests based on Rossberg's characterization”, Probability and statistics. Part 15, Zap. Nauchn. Sem. POMI, 368, POMI, St. Petersburg, 2009, 95–109; J. Math. Sci. (N. Y.), 167:4 (2010), 486–494
Linking options:
https://www.mathnet.ru/eng/znsl3505 https://www.mathnet.ru/eng/znsl/v368/p95
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Abstract page: | 188 | Full-text PDF : | 82 | References: | 49 |
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