Bahadur efficiency of a test of exponentiality based on the loss-of-memory property
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 315-329
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A test of exponentiality of Kolmogorov–Smirnov type based on the loss-of-memory characterization property is under study. Large deviation asymptotics under the null-hypothesis is calculated. Local Bahadur efficiencies for commonly used parametric alternatives are found. Conditions of the Bahadur local optimality are obtained.
@article{ZNSL_1997_244_a22,
author = {A. V. Tchirina},
title = {Bahadur efficiency of a test of exponentiality based on the loss-of-memory property},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {315--329},
publisher = {mathdoc},
volume = {244},
year = {1997},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a22/}
}
A. V. Tchirina. Bahadur efficiency of a test of exponentiality based on the loss-of-memory property. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 315-329. http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a22/