Goodness-of-fit tests for the Pareto distribution based on its characterization

DOI10.1007/S10260-015-0330-YMaRDI QIDQ333530zbMATH OpenOpenAlexFDO

Authors Ksenia Volkova

Publication date 31 October 2016

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-015-0330-y

zbMATH Keywords

Pareto distribution\(U\)-statisticsgoodness-of-fit testcharacterizationbahadur efficiency

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Order statistics; empirical distribution functions (62G30)

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Cites work

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Cited in

(19)

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• Testing for the Pareto type I distribution: a comparative study
• Goodness-of-fit tests for the power function distribution based on the Puri-Rubin characterization and their efficiences
• A new omnibus test of fit based on a characterization of the uniform distribution
• On classes of consistent tests for the Type I Pareto distribution based on a characterization involving order statistics
• Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation
• Characterization and goodness-of-fit test of Pareto and some related distributions based on near-order statistics
• Entropy-based goodness-of-fit tests for the Pareto I distribution
• A review of goodness of fit tests for Pareto distributions
• A goodness-of-fit statistic for Pareto-type behaviour
• A goodness of fit test for the Pareto distribution with progressively type II censored data based on the cumulative hazard function
• Goodness-of-fit tests for Pareto distribution based on a characterization and their asymptotics
• Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves
• On asymptotic efficiency of goodness of fit tests for Pareto distribution based on characterizations
• scientific article; zbMATH DE number 7148821 (Why is no real title available?)
• New goodness-of-fit tests for Pareto distributions
• A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions
• Distribution free testing of goodness of fit in a one dimensional parameter space

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