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Two new tests for exponentiality, of integral and Kolmogorov type, are proposed. They are based on a recent characterization and formed using appropriate V-statistics. Their asymptotic properties are examined and their local Bahadur…

统计方法学 · 统计学 2015-03-20 Bojana Milošević

We propose two families of scale-free exponentiality tests based on the recent characterization of exponentiality by Arnold and Villasenor. The test statistics are based on suitable functionals of U-empirical distribution functions. The…

统计理论 · 数学 2014-07-21 M. Jovanovic , B. Milosevic , Ya. Yu. Nikitin , M. Obradovic , K. Yu. Volkova

A survey of goodness-of-fit and symmetry tests based on the characterization properties of distributions is presented. This approach became popular in recent years. In most cases the test statistics are functionals of $U$-empirical…

统计理论 · 数学 2017-07-07 Ya. Yu. Nikitin

We introduce new consistent and scale-free goodness-of-fit tests for the exponential distribution based on Puri-Rubin characterization. For the construction of test statistics we employ weighted $L^2$ distance between $V$-empirical Laplace…

统计方法学 · 统计学 2023-05-30 Marija Cuparić , Bojana Milošević , Marko Obradović

We construct new tests of exponentiality based on Yanev-Chakraborty's characterization of exponential law. We calculate limiting distributions of new tests, local Bahadur efficiency for common alternatives and describe conditions of their…

统计理论 · 数学 2014-05-29 K. Y. Volkova

We use a characterization of symmetry in terms of extremal order statistics which enables to build several new nonparametric tests of symmetry. We discuss their limiting distributions and calculate their local exact Bahadur efficiency under…

统计理论 · 数学 2014-03-31 Ya. Yu. Nikitin , M. Ahsanullah

We introduce a new characterization of Pareto distribution and construct integral and supremum type goodness-of-fit tests based on it. Limiting distribution and large deviations of new statistics are described and their local Bahadur…

统计理论 · 数学 2014-08-21 K. Yu. Volkova

Non-degenerate U-empirical Kolmogorov-Smirnov tests are studied and their large deviation asymptotics under the null-hypothesis is described. Several examples of such statistics used for testing goodness-of-fit and symmetry are considered.…

概率论 · 数学 2009-06-03 Yakov Nikitin

In this paper we present a new characterization of Pareto distribution and consider goodness of fit tests based on it. We provide an integral and Kolmogorov- Smirnov type statistics based on U-statistics and we calculate Bahadur efficiency…

统计理论 · 数学 2015-12-31 Marko Obradović , Milan Jovanović , Bojana Milošević

We present new consistent goodness-of-fit tests for exponential distribution, based on the Desu characterization. The test statistics represent the weighted $L^2$ and $L^{\infty}$ distances between appropriate V-empirical Laplace transforms…

统计理论 · 数学 2022-02-18 Marija Cuparić , Bojana Milošević , Marko Obradović

We study the Bahadur efficiency of several weighted L2--type goodness--of--fit tests based on the empirical characteristic function. The methods considered are for normality and exponentiality testing, and for testing goodness--of--fit to…

统计理论 · 数学 2023-05-30 Simos G. Meintanis , Bojana Milošević , Marko Obradović

In this paper a new class of uniformity tests is proposed. It is shown that those tests are applicable to the cases of any simple null hypothesis as well as for the composite null hypothesis of rectangular distributions on arbitrary…

统计方法学 · 统计学 2018-08-21 Bojana Milošević

We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of $U-$empirical processes and are based on the classical characterization of power function…

统计理论 · 数学 2014-08-21 Ya. Yu. Nikitin , K. Yu. Volkova

In this paper new two-dimensional goodness of fit tests are proposed. They are of supremum-type and are based on different types of characterizations. For the first time a characterization based on independence of two statistics is used for…

统计方法学 · 统计学 2023-05-30 Bojana Milošević , Marko Obradović

We introduce new test statistic to test the independence of two multi-dimensional random variables. Based on the $L_1$-distance and the historgram density estimation method, the test is compared via Bahadur relative efficiency to several…

统计理论 · 数学 2012-11-09 Noureddine Berrahou , Lahcen Douge

In this paper some well-known tests based on empirical distribution functions (EDF) with estimated parameters for testing composite normality hypothesis are revisited, and some new results on asymptotic properties are provided. In…

统计方法学 · 统计学 2021-06-15 Bojana Milošević , Ya. Yu. Nikitin , Marko Obradović

We apply the method of Hankel transforms to develop goodness-of-fit tests for gamma distributions with given shape parameter and unknown rate parameter, thereby extending results of Baringhaus and Taherizadeh (2010) on the exponential…

统计理论 · 数学 2018-10-17 Elena Hadjicosta , Donald Richards

This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…

计量经济学 · 经济学 2019-09-24 Christoph Breunig

It is proved that the information divergence statistic is infinitely more Bahadur efficient than the power divergence statistics of the orders $\alpha >1$ as long as the sequence of alternatives is contiguous with respect to the sequence of…

统计理论 · 数学 2010-02-09 Peter Harremoës , Igor Vajda

We propose new goodness-of-fit tests for the Pareto type I distribution. These tests are based on a multiplicative version of the memoryless property which characterises this distribution. We present the results of a Monte Carlo power study…

统计方法学 · 统计学 2024-01-26 Lethani Ndwandwe , James Allison , Leonard Santana , Jaco Visagie
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