Approximate Bahadur efficiency of Henze-Meintanis exponentiality tests with comparison


M. Cuparić




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.