Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio

DOI10.1080/03610910802439121zbMath1161.62006OpenAlexW2149733270MaRDI QIDQ122661

Anna Panorska, Alexander Gershunov, Tomasz Kozubowski, Debra Rominger, Fares Qeadan, Debra Rominger, Fares Qeadan, Alexander Gershunov, 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

likelihood ratio testmaximum likelihood estimationheavy-tailsLomax distributiongeneralized Pareto distributiontest for exponentialitynon-regular casepeaks-over-thresholdPareto type II

Mathematics Subject Classification ID

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

Related Items (4)

Likelihood inference for generalized Pareto distribution ⋮ Progressively type-II censored competing risks data from Lomax distributions ⋮ Unnamed Item ⋮ LREP

Cites Work

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• Residual life time at great age
• Statistical inference using extreme order statistics
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• 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
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• On the Distribution of the Likelihood Ratio

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