Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio

DOI10.1080/03610910802439121MaRDI QIDQ122661zbMATH OpenOpenAlexFDO

Authors Tomasz Kozubowski, Anna Panorska, Fares Qeadan, Alexander Gershunov, Debra Rominger, Fares Qeadan, Alexander Gershunov, Debra Rominger, Tomasz J. Kozubowski, Anna K. Panorska

Publication date 21 November 2008

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910802439121

zbMATH Keywords

maximum likelihood estimationlikelihood ratio testgeneralized Pareto distributionheavy-tailsLomax distributionnon-regular casePareto type IIpeaks-over-thresholdtest for exponentiality

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Applications of statistics to environmental and related topics (62P12)

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Cites work

• scientific article; zbMATH DE number 5604057 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Heavy-Tailed Distributions: Properties and Tests
• On asymptotic tests of composite hypotheses in nonstandard conditions
• On the Distribution of the Likelihood Ratio
• Recent and classical tests for exponentiality: a partial review with comparisons
• Residual life time at great age
• Statistical inference using extreme order statistics
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

Cited in

(4)

• Likelihood inference for generalized Pareto distribution
• A computational approach to confidence intervals and testing for generalized Pareto index using the Greenwood statistic
• Progressively type-II censored competing risks data from Lomax distributions
• LREP

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