On asymptotic efficiency of exponentiality tests based on Rossberg's characterization
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 15, Tome 368 (2009), pp. 95-109
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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.
@article{ZNSL_2009_368_a6,
author = {K. Yu. Volkova},
title = {On asymptotic efficiency of exponentiality tests based on {Rossberg's} characterization},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {95--109},
publisher = {mathdoc},
volume = {368},
year = {2009},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2009_368_a6/}
}
K. Yu. Volkova. On asymptotic efficiency of exponentiality tests based on Rossberg's characterization. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 15, Tome 368 (2009), pp. 95-109. http://geodesic.mathdoc.fr/item/ZNSL_2009_368_a6/