Large deviations for a class of scale-parameter-free statistics under the gamma distribution

DOI10.1007/S10958-005-0212-1MaRDI QIDQ2567795zbMATH OpenOpenAlexFDO

Authors A. V. Chirina

Publication date 13 October 2005

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-005-0212-1

zbMATH Keywords

Liliefors testsMoran testscale-free exponentiality testsspacings

Mathematics Subject Classification ID

Large deviations (60F10) Nonparametric hypothesis testing (62G10)

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Cites work

• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Bahadur efficiencies of spacings tests for goodness of fit
• Bahadur efficiency and local optimality of a test for the exponential distribution based on the gini statistic
• scientific article; zbMATH DE number 4013745 (Why is no real title available?)
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• scientific article; zbMATH DE number 3069578 (Why is no real title available?)
• On the asymptotic normality of statistics with estimated parameters
• On the W Test for Exponentiality with Origin Known
• Self-normalized large deviations
• Tests of fit for exponentiality based on a characterization via the mean residual life function
• The Best Test of Exponentiality Against Gamma Alternatives

Cited in

(7)

• Large deviations for sums of bounded functions of a normalized sample under gamma distribution
• Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
• Large deviation rate functions for the partition function in a log-gamma distributed random potential
• Lilliefors test for exponentiality: large deviations, asymptotic efficiency, and conditions of local optimality
• On distribution-free goodness-of-fit testing of exponentiality
• Exact likelihood ratio testing for homogeneity of the exponential distribution
• A Γ-convergence approach to large deviations

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