论文标题
Bahadur效率以某些优点（基于经验特征功能
Bahadur efficiency for certain goodness--of--fit tests based on the empirical characteristic function
论文作者
论文摘要
我们研究了基于经验特征功能的几种加权L2的巴哈杜尔效率 - 拟合的测试。所考虑的方法是用于正态性和指数性测试，以及测试良好 - 适合逻辑分布。我们的结果有助于确定应采用潜在从业人员的哪些特定测试。对于著名的BHEP和能量测试，我们获得了新的效率结果，其中一些在多元案例中，而在逻辑分布的情况下，这是第一次计算效率以用于任何复合良好的良好 - 拟合 - 拟合测试。
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 the logistic distribution. Our results are helpful in deciding which specific test a potential practitioner should apply. For the celebrated BHEP and energy tests for normality we obtain novel efficiency results, with some of them in the multivariate case, while in the case of the logistic distribution this is the first time that efficiencies are computed for any composite goodness--of--fit test.
