MATEMATIČKI VESNIK
МАТЕМАТИЧКИ ВЕСНИК



MATEMATIČKI VESNIK
Approximate Bahadur efficiency of Henze-Meintanis exponentiality tests with comparison
M. Cuparić

Abstract

In this paper, we present a class of tests proposed by Henze and Meintanis which is derived from the empirical characteristic function, and determine the asymptotic Bahadur efficiencies for two tests from the class. We compare those tests in Bahadur sense with the likelihood ratio tests and some other recent tests.

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Keywords: Asymptotic efficiency; V-statistics; empirical characteristic function.

MSC: 60G10, 62G20

Pages:  169$-$179     

Volume  71 ,  Issue  1-2 ,  2019