GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION

DOI10.1081/STA-120013007MaRDI QIDQ4792106zbMATH OpenOpenAlexFDO

Authors Norbert Henze, Simos G. Meintanis

Publication date 10 February 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120013007

zbMATH Keywords

characteristic functionsempirical characteristic functionscharacterization of exponentialitytests for exponentialitysmooth tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Characterization and structure theory of statistical distributions (62E10)

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• Tests of fit for exponentiality based on a characterization via the mean residual life function
• The Best Test of Exponentiality against Singly Truncated Normal Alternatives

Cited in

(43)

• 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 exponentiality based on Arnold-Villasenor characterization and their efficiencies
• Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis
• Goodness-of-fit tests for the power function distribution based on the Puri-Rubin characterization and their efficiences
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
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• A new weighted integral goodness-of-fit statistic for exponentiality
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• Goodness-of-fit tests based on correcting moments of entropy estimators
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• Goodness-of-Fit Test-Statistics on Gaussian and Exponential Reliability Data
• Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency
• Goodness-of-fit tests in conditional duration models
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• Characterizations of the exponential distribution based on certain properties of its characteristic function
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