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Bahadur efficiency of a test of exponentiality based on a loss-of-memory type functional equation. / Nikitin, Ya Yu.

In: Journal of Nonparametric Statistics, Vol. 6, No. 1, 01.01.1996, p. 13-26.

Research output: Contribution to journal › Article › peer-review

Harvard

Nikitin, YY 1996, 'Bahadur efficiency of a test of exponentiality based on a loss-of-memory type functional equation', Journal of Nonparametric Statistics, vol. 6, no. 1, pp. 13-26. https://doi.org/10.1080/10485259608832660

APA

Nikitin, Y. Y. (1996). Bahadur efficiency of a test of exponentiality based on a loss-of-memory type functional equation. Journal of Nonparametric Statistics, 6(1), 13-26. https://doi.org/10.1080/10485259608832660

Vancouver

Nikitin YY. Bahadur efficiency of a test of exponentiality based on a loss-of-memory type functional equation. Journal of Nonparametric Statistics. 1996 Jan 1;6(1):13-26. https://doi.org/10.1080/10485259608832660

Author

Nikitin, Ya Yu. / Bahadur efficiency of a test of exponentiality based on a loss-of-memory type functional equation. In: Journal of Nonparametric Statistics. 1996 ; Vol. 6, No. 1. pp. 13-26.

BibTeX

@article{667997be4eb2425fa526057951ff6b11,
title = "Bahadur efficiency of a test of exponentiality based on a loss-of-memory type functional equation",
abstract = "A test of exponentiality of Kolmogorov-Smirnov type based on a simplified variant of loss-of-memory property and proposed by Angus [3] is considered. We find corresponding large-deviation asymptotics under the null-hypothesis reducing the problem to large deviations of U-statistics with a special kernel. As a corollary, Bahadur local efficiency of Angus test is calculated for most commonly used parametric alternatives to exponentiality.",
keywords = "Bahadur slope, Consistency, Exponential distribution, Large deviations, Memoryless property, U-statistics",
author = "Nikitin, {Ya Yu}",
year = "1996",
month = jan,
day = "1",
doi = "10.1080/10485259608832660",
language = "English",
volume = "6",
pages = "13--26",
journal = "Journal of Nonparametric Statistics",
issn = "1048-5252",
publisher = "Taylor & Francis",
number = "1",

}

RIS

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AU - Nikitin, Ya Yu

PY - 1996/1/1

Y1 - 1996/1/1

N2 - A test of exponentiality of Kolmogorov-Smirnov type based on a simplified variant of loss-of-memory property and proposed by Angus [3] is considered. We find corresponding large-deviation asymptotics under the null-hypothesis reducing the problem to large deviations of U-statistics with a special kernel. As a corollary, Bahadur local efficiency of Angus test is calculated for most commonly used parametric alternatives to exponentiality.

AB - A test of exponentiality of Kolmogorov-Smirnov type based on a simplified variant of loss-of-memory property and proposed by Angus [3] is considered. We find corresponding large-deviation asymptotics under the null-hypothesis reducing the problem to large deviations of U-statistics with a special kernel. As a corollary, Bahadur local efficiency of Angus test is calculated for most commonly used parametric alternatives to exponentiality.

KW - Bahadur slope

KW - Consistency

KW - Exponential distribution

KW - Large deviations

KW - Memoryless property

KW - U-statistics

UR - http://www.scopus.com/inward/record.url?scp=0012492657&partnerID=8YFLogxK

U2 - 10.1080/10485259608832660

DO - 10.1080/10485259608832660

M3 - Article

AN - SCOPUS:0012492657

VL - 6

SP - 13

EP - 26

JO - Journal of Nonparametric Statistics

JF - Journal of Nonparametric Statistics

SN - 1048-5252

IS - 1

ER -

ID: 47771415