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Exact Tests of a Model Against Nonnested Alternatives

โœ Scribed by Michael McAleer


Book ID
124289285
Publisher
Oxford University Press
Year
1983
Tongue
English
Weight
383 KB
Volume
70
Category
Article
ISSN
0006-3444

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This paper presents tests of exponentiality against HNBUE alternatives. The new class of test statistics is based on the di erence between the integrated distribution function (t) = โˆž t (1 -F(x)) d x and its empirical counterpart. As special cases, the class includes the asymptotically most powerful