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Lilliefors test for exponentiality: large deviations, asymptotic efficiency and conditions of local optimality. / Nikitin, Ya.Yu; Tchirina, A.V.

In: Mathematical Methods of Statistics, Vol. 16, No. 1, 2007, p. 16-24.

Research output: Contribution to journal › Article

Harvard

Nikitin, YY & Tchirina, AV 2007, 'Lilliefors test for exponentiality: large deviations, asymptotic efficiency and conditions of local optimality.', Mathematical Methods of Statistics, vol. 16, no. 1, pp. 16-24. <http://www.maik.ru/abstract/mmstat/7/mmstat0016_abstract.pdf>

APA

Nikitin, Y. Y., & Tchirina, A. V. (2007). Lilliefors test for exponentiality: large deviations, asymptotic efficiency and conditions of local optimality. Mathematical Methods of Statistics, 16(1), 16-24. http://www.maik.ru/abstract/mmstat/7/mmstat0016_abstract.pdf

Vancouver

Nikitin YY, Tchirina AV. Lilliefors test for exponentiality: large deviations, asymptotic efficiency and conditions of local optimality. Mathematical Methods of Statistics. 2007;16(1):16-24.

Author

Nikitin, Ya.Yu ; Tchirina, A.V. / Lilliefors test for exponentiality: large deviations, asymptotic efficiency and conditions of local optimality. In: Mathematical Methods of Statistics. 2007 ; Vol. 16, No. 1. pp. 16-24.

BibTeX

@article{25e4a701ad72451bbe38449a40c275a2,
title = "Lilliefors test for exponentiality: large deviations, asymptotic efficiency and conditions of local optimality.",
abstract = "We study large deviations and Bahadur efficiency of the Lilliefors statistic for testing of exponentiality. This statistic belongs to the class of Kolmogorov–Smirnov type statistics with estimated parameters. Large deviation asymptotics of such statistic is found for the first time. We show that the test has relatively high local efficiency and construct the alternative for which it is locally optimal",
keywords = "large deviations, Lilliefors test, testing of exponentiality, Bahadur efficiency",
author = "Ya.Yu Nikitin and A.V. Tchirina",
year = "2007",
language = "English",
volume = "16",
pages = "16--24",
journal = "Mathematical Methods of Statistics",
issn = "1066-5307",
publisher = "Allerton Press, Inc.",
number = "1",

}

RIS

TY - JOUR

T1 - Lilliefors test for exponentiality: large deviations, asymptotic efficiency and conditions of local optimality.

AU - Nikitin, Ya.Yu

AU - Tchirina, A.V.

PY - 2007

Y1 - 2007

N2 - We study large deviations and Bahadur efficiency of the Lilliefors statistic for testing of exponentiality. This statistic belongs to the class of Kolmogorov–Smirnov type statistics with estimated parameters. Large deviation asymptotics of such statistic is found for the first time. We show that the test has relatively high local efficiency and construct the alternative for which it is locally optimal

AB - We study large deviations and Bahadur efficiency of the Lilliefors statistic for testing of exponentiality. This statistic belongs to the class of Kolmogorov–Smirnov type statistics with estimated parameters. Large deviation asymptotics of such statistic is found for the first time. We show that the test has relatively high local efficiency and construct the alternative for which it is locally optimal

KW - large deviations

KW - Lilliefors test

KW - testing of exponentiality

KW - Bahadur efficiency

M3 - Article

VL - 16

SP - 16

EP - 24

JO - Mathematical Methods of Statistics

JF - Mathematical Methods of Statistics

SN - 1066-5307

IS - 1

ER -

ID: 5013236