2 citations · 3 across the 4 of their papers we have counts for
5 papers
Efficiency of Exponentiality Tests Based on a Special Property of Exponential Distribution
Ya. Yu. Nikitin, K. Yu. Volkova
New goodness-of-fit tests for exponentiality based on a particular property of exponential law are constructed. Test statistics are functionals of U-empirical processes. The first…
Bifractional Brownian motion: existence and border cases
Mikhail Lifshits, Ksenia Volkova
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \[ R^{(H,K)}(s,t)= 2^{-K} \left( \left(|s|^{2H}+|t|^{2H} \right)^{K}-|t-s|^{2HK}\right), \qquad s…
Tests of exponentiality based on Arnold-Villasenor characterization, and their efficiencies
M. Jovanovic, B. Milosevic, Ya. Yu. Nikitin +2
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 suitabl…
Tests of exponentiality based on Yanev-Chakraborty characterization, and their efficiency
K. Y. Volkova
We construct new tests of exponentiality based on Yanev-Chakraborty's characterization of exponential law. We calculate limiting distributions of new tests, local Bahadur efficienc…
Asymptotic Efficiency of Goodness-of-fit Tests for the Power Function Distribution Based on Puri--Rubin Characterization
Ya. Yu. Nikitin, K. Yu. Volkova
We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of empirical processes and are bas…