A LAN based Neyman smooth test for Pareto distributions

DOI10.1016/j.jspi.2007.10.007zbMath1140.62016OpenAlexW1991202292MaRDI QIDQ935416

Armelle Guillou, Gwladys Toulemonde, Michael Falk

Publication date: 6 August 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.10.007

zbMATH Keywords

powergoodness of fit testNeyman smooth testLANPareto distributionsLe Cam's theory

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (4)

Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis ⋮ Efficient empirical Bayes estimates for risk parameters of Pareto distributions ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ A review of goodness of fit tests for Pareto distributions

Cites Work

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• Power studies of tests for uniformity, II
• Modified KS, AD, and C-vM tests for the Pareto distribution with unknown location and scale parameters
• Asymptotic Statistics
• Fitting the Generalized Pareto Distribution to Data
• Efficiency of Smooth Goodness-of-Fit Tests

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