title: Tests of exponentiality based on Arnold-Villasenor characterization, and  their efficiencies
metadata.name: dc.contributor.author
metadata.value: M. Jovanovic
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: B. Milosevic
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Ya. Yu. Nikitin
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: M. Obradovic
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: K. Yu. Volkova
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2016-04-12T18:47:56Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2016-04-12T18:47:56Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2014-07-18
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/2073
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: We propose two families of scale-free exponentiality tests based on the
  recent characterization of exponentiality by Arnold and Villasenor. The test
  statistics are based on suitable functionals of U-empirical distribution
  functions. The family of integral statistics can be reduced to V- or
  U-statistics with relatively simple non-degenerate kernels. They are
  asymptotically normal and have reasonably high local Bahadur efficiency under
  common alternatives. This efficiency is compared with simulated powers of new
  tests. On the other hand, the Kolmogorov type tests demonstrate very low local
  Bahadur efficiency and rather moderate power for common alternatives,and can
  hardly be recommended to practitioners. We also explore the conditions of local
  asymptotic optimality of new tests and describe for both families special "most
  favorable" alternatives for which the tests are fully efficient.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: en
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Mathematics - Statistics
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Mathematics - Statistics
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Statistics - Methodology
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Statistics - Theory
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: 60F10, 62G10, 62G20, 62G30
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Tests of exponentiality based on Arnold-Villasenor characterization, and  their efficiencies
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 1407.5014v1.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/2073/1/1407.5014v1.pdf
resources.format: Adobe PDF
resources.size: 210,16 kB