On distribution-free goodness-of-fit testing of exponentiality

DOI10.1016/J.JECONOM.2007.08.005MaRDI QIDQ291097zbMATH OpenOpenAlexFDO

Authors John Haywood, Estáte V. Khmaladze

Publication date 6 June 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2007.08.005

zbMATH Keywords

local alternativesBrownian motioncontiguous alternativesasymptotically linear statisticsdistribution free statisticsgoodness-of-fit statisticsrate of convergence to Brownian motiontransformed empirical process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Reliability and life testing (62N05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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