New Goodness-of-Fit Tests for Pareto Distributions

DOI10.2143/AST.39.2.2044654zbMath1178.62051MaRDI QIDQ3653516

Maria L. Rizzo

Publication date: 22 December 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

ParetoGinigoodness-of-fitclaimsheavy-tailNorwegian fire claimswind catastrophes data

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32) Testing in survival analysis and censored data (62N03)

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Cites Work

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• Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
• A Class of Statistics with Asymptotically Normal Distribution
• Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics

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