Small Sample Robust Testing for Normality against Pareto Tails

DOI10.1080/03610918.2012.625849zbMath1347.62036OpenAlexW1989568569MaRDI QIDQ4905913

Zdeněk Fabián, Luboš Střelec, Milan Stehlík

Publication date: 21 February 2013

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

Full work available at URL: https://doi.org/10.1080/03610918.2012.625849

zbMATH Keywords

consistencyHill estimatorPareto tailpower comparisonreturnsrobust tests for normalitytesting for normality\(t\)-Hill estimatorlocation functional

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Numerical methods (including Monte Carlo methods) (91G60) Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items (8)

Weak properties and robustness of t-Hill estimators ⋮ A robustified Jarque-Bera test for multivariate normality ⋮ The harmonic moment tail index estimator: asymptotic distribution and robustness ⋮ Geometric aspects of robust testing for normality and sphericity ⋮ Robust estimator of conditional tail expectation of Pareto-type distribution ⋮ Tests for multivariate normality based on canonical correlations ⋮ The Latest Advances on the Hill Estimator and Its Modifications ⋮ Statistical inference for a general class of distributions with time-varying parameters

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