Title: New consistent goodness-of-fit tests based on $V$-empirical Laplace transforms
Authors: Marija Cuparic - University of Belgrade (Serbia)
Bojana Milosevic - University of Belgrade (Serbia) [presenting]
Marko Obradovic - University of Belgrade (Serbia)
Abstract: New goodness-of-fit tests are proposed which employ the equidistribution characterizations. Based on $V$-empirical Laplace transforms of equidistributed statistics, test statistics of $L^p$-type are constructed. Their asymptotic properties are derived. To assess their quality, the approximate Bahadur efficiency is used. For small sample sizes, a simulated power study is performed. The tests are shown to be very efficient and powerful in comparison to some common competitors.