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

DOI10.1016/j.jeconom.2007.08.005zbMath1418.62196OpenAlexW1985221338MaRDI QIDQ291097

John Haywood, Estate 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

Brownian motionlocal alternativescontiguous alternativesasymptotically linear statisticsdistribution free statisticsgoodness-of-fit statisticsrate of convergence to Brownian motiontransformed empirical process

Mathematics Subject Classification ID

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

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