Approximate Bahadur efficiency of Henze-Meintanis exponentiality tests with comparison
M. Cuparić
Abstract
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.