Geodesic
Some Characterization Based Exponentiality Tests and Their Bahadur Efficiencies
Publications de l'Institut Mathématique, _N_S_100 (2016) no. 114, p. 107 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

Voir la notice de l'article

We propose new exponentiality tests based on a recent characterization. We construct integral and Kolmogorov-type statistics, derive their asymptotics and calculate the Bahadur efficiency against some common alternatives. We also obtain a class of locally optimal alternatives for each test. In case of small samples tests are compared with some common exponentiality tests.
DOI : 10.2298/PIM1614107M
Classification : 62G10, 62G20, 62G30
Keywords: goodness-of-fit tests, order statistics, Bahadur efficiency, $U$-statistics 
@article{10_2298_PIM1614107M,
     author = {Bojana Milo\v{s}evi\'c and Marko Obradovi\'c},
     title = {Some {Characterization} {Based} {Exponentiality} {Tests} and {Their} {Bahadur} {Efficiencies}},
     journal = {Publications de l'Institut Math\'ematique},
     pages = {107 },
     year = {2016},
     volume = {_N_S_100},
     number = {114},
     doi = {10.2298/PIM1614107M},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/PIM1614107M/}
}
TY  - JOUR
AU  - Bojana Milošević
AU  - Marko Obradović
TI  - Some Characterization Based Exponentiality Tests and Their Bahadur Efficiencies
JO  - Publications de l'Institut Mathématique
PY  - 2016
SP  - 107 
VL  - _N_S_100
IS  - 114
UR  - http://geodesic.mathdoc.fr/articles/10.2298/PIM1614107M/
DO  - 10.2298/PIM1614107M
LA  - en
ID  - 10_2298_PIM1614107M
ER  - 
%0 Journal Article
%A Bojana Milošević
%A Marko Obradović
%T Some Characterization Based Exponentiality Tests and Their Bahadur Efficiencies
%J Publications de l'Institut Mathématique
%D 2016
%P 107 
%V _N_S_100
%N 114
%U http://geodesic.mathdoc.fr/articles/10.2298/PIM1614107M/
%R 10.2298/PIM1614107M
%G en
%F 10_2298_PIM1614107M
Bojana Milošević; Marko Obradović. Some Characterization Based Exponentiality Tests and Their Bahadur Efficiencies. Publications de l'Institut Mathématique, _N_S_100 (2016) no. 114, p. 107 . doi: 10.2298/PIM1614107M

Cité par Sources :