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Zapiski Nauchnykh Seminarov POMI, 2020, Volume 495, Pages 237–249 (Mi znsl7006)  

New goodness-of-fit tests for Pareto I type distribution, based on a characterization

I. A. Ragozin

National Research University "Higher School of Economics", St. Petersburg Branch
References:
Abstract: In this paper we construct two new goodness-of-fit tests for Pareto I type distribution family with an arbitrary shape-parameter $\lambda$, based on the new received characterization. We describe their limiting distributions, calculate local Bahadur efficiencies under close alternatives and perform asymptotic comparison of our test statistics.
Key words and phrases: characterization, Pareto I type distribution, $U$-statistics, Bahadur efficiency, large deviations, Kullback–Liebler information.
Funding agency Grant number
Russian Foundation for Basic Research 20-51-12004
Received: 05.10.2020
Document Type: Article
Language: Russian
Citation: I. A. Ragozin, “New goodness-of-fit tests for Pareto I type distribution, based on a characterization”, Probability and statistics. Part 29, Zap. Nauchn. Sem. POMI, 495, POMI, St. Petersburg, 2020, 237–249
Citation in format AMSBIB
\Bibitem{Rag20}
\by I.~A.~Ragozin
\paper New goodness-of-fit tests for Pareto I type distribution, based on a characterization
\inbook Probability and statistics. Part~29
\serial Zap. Nauchn. Sem. POMI
\yr 2020
\vol 495
\pages 237--249
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7006}
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  • https://www.mathnet.ru/eng/znsl/v495/p237
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