A test of exponentiality versus alternatives containing the RNBUE class derived from the Laplace empirical transform
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 10, Tome 339 (2006), pp. 63-77
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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.
@article{ZNSL_2006_339_a4,
author = {S. Meintanis and Ya. Yu. Nikitin and A. V. Tchirina},
title = {A test of exponentiality versus alternatives containing the {RNBUE} class derived from the {Laplace} empirical transform},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {63--77},
publisher = {mathdoc},
volume = {339},
year = {2006},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a4/}
}
TY - JOUR AU - S. Meintanis AU - Ya. Yu. Nikitin AU - A. V. Tchirina TI - A test of exponentiality versus alternatives containing the RNBUE class derived from the Laplace empirical transform JO - Zapiski Nauchnykh Seminarov POMI PY - 2006 SP - 63 EP - 77 VL - 339 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a4/ LA - ru ID - ZNSL_2006_339_a4 ER -
%0 Journal Article %A S. Meintanis %A Ya. Yu. Nikitin %A A. V. Tchirina %T A test of exponentiality versus alternatives containing the RNBUE class derived from the Laplace empirical transform %J Zapiski Nauchnykh Seminarov POMI %D 2006 %P 63-77 %V 339 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a4/ %G ru %F ZNSL_2006_339_a4
S. Meintanis; Ya. Yu. Nikitin; A. V. Tchirina. A test of exponentiality versus alternatives containing the RNBUE class derived from the Laplace empirical transform. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 10, Tome 339 (2006), pp. 63-77. http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a4/