We introduce a new characterization of Pareto distribution and construct integral and supremum type goodness-of-fit tests based on it. Limiting distribution and large deviations of new statistics are described and their local Bahadur efficiency for parametric alternatives is calculated. Conditions of local optimality of new statistics are given.
Original languageEnglish
Pages247
StatePublished - 2014
Externally publishedYes
Event11th International Vilnius Conference on Probability Theory and Mathematical Statistics - Vilnius, Lithuania
Duration: 30 Jun 2014 → 4 Jul 2014
http://www.vilniusconference2014.mif.vu.lt/

Conference

Conference11th International Vilnius Conference on Probability Theory and Mathematical Statistics
Country/TerritoryLithuania
CityVilnius
Period30/06/14 → 4/07/14
Internet address

    Research areas

  • Pareto distribution, U-statistics, characterization, Bahadur efficiency, goodness-of-fit test

ID: 6817116