Goodness-of-fit tests for Pareto distribution based on a characterization and their asymptotics
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Publication:3462136
DOI10.1080/02331888.2014.919297zbMATH Open1337.62095arXiv1310.5510OpenAlexW3103644242MaRDI QIDQ3462136FDOQ3462136
Authors: Marko Obradović, Milan V. Jovanović, B. Milošević 
Publication date: 4 January 2016
Published in: Statistics (Search for Journal in Brave)
Abstract: In this paper we present a new characterization of Pareto distribution and consider goodness of fit tests based on it. We provide an integral and Kolmogorov- Smirnov type statistics based on U-statistics and we calculate Bahadur efficiency for various alternatives. We find locally optimal alternatives for those tests. For small sample sizes we compare the power of those tests with some common goodness of fit tests.
Full work available at URL: https://arxiv.org/abs/1310.5510
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Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
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