Asymptotic Properties of Exponentiality Tests Based on L -Statistics

• Autores: A. V. Tchirina
• Localización: Acta applicandae mathematicae, ISSN 0167-8019, Vol. 97, Nº. 1-3, 2007, págs. 297-309
• Idioma: inglés
• DOI: 10.1007/s10440-007-9118-x
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• Resumen

  • We study a class of scale-free exponentiality tests based on linear combinations of order statistics divided by the sample mean. For this class we find large deviations under null hypothesis and exact Bahadur efficiency, obtain conditions of consistency against the IFR and DFR classes of alternatives and describe domains of local Bahadur optimality.