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Zapiski Nauchnykh Seminarov POMI, 2013, Volume 412, Pages 69–87 (Mi znsl5652)  
This article is cited in 14 scientific papers (total in 14 papers)

Exponentiality tests based on Ahsanullah's characterization and their efficiencies

K. Yu. Volkova, Ya. Yu. Nikitin

St. Petersburg State University, St. Petersburg, Russia
Full-text PDF (287 kB) Citations (14)
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Abstract: We construct integral and supremum type tests of exponentiality based on Ahsanullah's characterization of exponential law. We discuss limiting distributions and large deviations of new test statistics under null-hypothesis, and calculate their local Bahadur efficiency under common parametric alternatives. Conditions of local optimality of new statistics are given.
Key words and phrases: exponential law, hypotheses testing, characterization, $U$- and $V$-statistics, large deviations, Bahadur efficiency, local optimality.
Received: 17.02.2013
English version:
Journal of Mathematical Sciences (New York), 2015, Volume 204, Issue 1, Pages 42–54
DOI: https://doi.org/10.1007/s10958-014-2185-4
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: K. Yu. Volkova, Ya. Yu. Nikitin, “Exponentiality tests based on Ahsanullah's characterization and their efficiencies”, Probability and statistics. Part 19, Zap. Nauchn. Sem. POMI, 412, POMI, St. Petersburg, 2013, 69–87; J. Math. Sci. (N. Y.), 204:1 (2015), 42–54
Citation in format AMSBIB
\Bibitem{VolNik13}
\by K.~Yu.~Volkova, Ya.~Yu.~Nikitin
\paper Exponentiality tests based on Ahsanullah's characterization and their efficiencies
\inbook Probability and statistics. Part~19
\serial Zap. Nauchn. Sem. POMI
\yr 2013
\vol 412
\pages 69--87
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl5652}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3073538}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2015
\vol 204
\issue 1
\pages 42--54
\crossref{https://doi.org/10.1007/s10958-014-2185-4}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84925513688}
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  • https://www.mathnet.ru/eng/znsl/v412/p69
    • This publication is cited in the following 14 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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