Home > Search Results: Bahadur efficiency
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Articles, 2 records found
Articles 2 records found  
1.
26 p, 447.4 KB New L2-type exponentiality tests / Cuparić, Marija (University of Belgrade. Faculty of Mathematics) ; Milosević, Bojana (University of Belgrade. Faculty of Mathematics) ; Obradović, Marko (University of Belgrade. Faculty of Mathematics)
We introduce new consistent and scale-free goodness-of-fit tests for the exponential distribution based on the Puri-Rubin characterization. For the construction of test statistics we employ weighted L2 distance between V-empirical Laplace transforms of random variables that appear in the characterization. [...]
2019 - 10.2436/20.8080.02.78
SORT : statistics and operations research transactions, Vol. 43 Núm. 1 (January-June 2019) , p. 25-50 (Articles)  
Detailed record - Creative Commons
2.
16 p, 244.1 KB On the role played by the fixed bandwidth in the Bickel-Rosenblatt goodness-of-fit test / Tenreiro, Carlos (Universidade de Coimbra)
For the Bickel-Rosenblatt goodness-of-fit test with fixed bandwidth studied by Fan (1998) we derive its Bahadur exact slopes in a neighbourhood of a simple hypothesis f =f0 and we use them to get a better understanding on the role played by the smoothing parameter in the detection of departures from the null hypothesis. [...]
Per al contrast de bondat d'ajust de Bickel-Rosenblatt amb amplada de banda fixa, estudiat per Fan (1998), derivem la seva pendent exacta de Bahadur en un entorn d'una hipòtesi simple f = f0 i la utilitzem per obtenir un coneixement millor del paper del paràmetre suavitzador en la detecci'o de desviacions de la hipòtesi nul·la. [...]
2005
SORT : statistics and operations research transactions, Vol. 29, Núm. 2 (July-December 2005) , p. 201-216  
Detailed record - Creative Commons

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