Approximate Bahadur efficiency of Henze-Meintanis exponentiality tests with comparison

Authors

  • M. Cuparić Faculty of Mathematics, University of Belgrade, 11000 Belgrade, Serbia Author

Keywords:

Asymptotic efficiency, V-statistics, empirical characteristic function

Subjects:

60G10, 62G20

Abstract

In this paper, we present a class of tests proposed by Henze and Meintanis which is derived from the empirical characteristic function, and determine the asymptotic Bahadur efficiencies for two tests from the class. We compare those tests in Bahadur sense with the likelihood ratio tests and some other recent tests.

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Published

2019-04-15

Issue

Vol. 71 No. 1-2 (2019): Vol. 71, Issue 1-2

Section

Articles

License

Copyright (c) 2019 Authors retain copyright to their work.

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.