New class of exponentiality tests based on U-empirical Laplace transform

DOI10.1007/S00362-016-0818-ZMaRDI QIDQ2374430zbMATH OpenOpenAlexFDO

Authors B. Milošević, Marko Obradović

Publication date 15 December 2016

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-016-0818-z

zbMATH Keywords

Laplace transformasymptotic efficiencygoodness-of-fitexponential distributioncharacterization

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• A class of consistent tests for exponentiality based on the empirical Laplace transform
• New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
• Tests of Fit for Exponentiality based on the Empirical Laplace Transform
• scientific article; zbMATH DE number 5161480
• New \(L^2\)-type exponentiality tests
• On testing exponentiality against UBA class of life distributions based on Laplace transform
• New tests for exponentiality based on a characterization with random shift
• Tests for generalized exponential laws based on the empirical Mellin transform

Cites work

• scientific article; zbMATH DE number 5867453 (Why is no real title available?)
• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• scientific article; zbMATH DE number 3976162 (Why is no real title available?)
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• A Characterization Based on the Absolute Difference of Two I. I. D. Random Variables
• A Characterization of the Exponential Distribution by Order Statistics
• A Class of Statistics with Asymptotically Normal Distribution
• A First Course in Order Statistics
• A Goodness-of-fit Test for Exponentiality Based on the Memoryless Property
• A class of consistent tests for exponentiality based on the empirical Laplace transform
• A class of goodness-of-fit tests based on a new characterization of the exponential distribution
• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• A new flexible class of omnibus tests for exponentiality
• A test for new better than used
• Asymptotic Efficiency of Nonparametric Tests
• Asymptotic efficiency of exponentiality tests based on order statistics characterization
• Asymptotic efficiency of new exponentiality tests based on a characterization
• Bahadur efficiency and local optimality of a test for the exponential distribution based on the gini statistic
• Bahadur efficiency of a test of exponentiality based on a loss-of-memory type functional equation
• Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
• Efficiency and local optimality of nonparametric tests based on U- and V-statistics
• GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION
• Goodness-of-fit tests for exponentiality based on a loss-of-memory type functional equation
• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function
• Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform
• Goodness-of-fit tests for the inverse Gaussian distribution based on the empirical Laplace transform
• Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison
• On asymptotic efficiency of exponentiality tests based on Rossberg's characterization
• On the asymptotic normality of statistics with estimated parameters
• Order statistics: theory \& methods
• Recent and classical tests for exponentiality: a partial review with comparisons
• Testing for new is better than used in expectation
• Tests of Fit for Exponentiality based on the Empirical Laplace Transform
• Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies
• Tests of fit for exponentiality based on a characterization via the mean residual life function
• Tests of fit for the Rayleigh distribution based on the empirical Laplace transform
• The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics

Cited in

(18)

• New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
• Goodness-of-fit tests based on the min-characteristic function
• On testing exponentiality against UBA class of life distributions based on Laplace transform
• Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations.
• Exponentiality tests based on Basu characterization
• To impute or to adapt? Model specification tests' perspective
• Goodness-of-fit tests in conditional duration models
• New characterization-based exponentiality tests for randomly censored data
• Goodness-of-fit procedures for compound distributions with an application to insurance
• A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
• Comparison of efficiencies of some symmetry tests around an unknown centre
• Asymptotic properties of inverse probability of censored weighted U-empirical process for right-censored data with applications
• New tests for exponentiality based on a characterization with random shift
• New \(L^2\)-type exponentiality tests
• Asymptotic efficiency of goodness-of-fit tests based on Too–Lin characterization
• scientific article; zbMATH DE number 5161480 (Why is no real title available?)
• The test of exponentiality based on the mean residual life function revisited
• Characterization-based approach for construction of goodness-of-fit test for Lévy distribution

This page was built for publication: New class of exponentiality tests based on U-empirical Laplace transform

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2374430)