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Goodness-of-fit tests for Pareto distribution based on order statistics characterization and their efficiences. / Volkova, K.

2014. 247 Abstract from 11th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania.

Research output: Contribution to conference › Abstract

Harvard

Volkova, K 2014, 'Goodness-of-fit tests for Pareto distribution based on order statistics characterization and their efficiences', 11th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania, 30/06/14 - 4/07/14 pp. 247.

APA

Volkova, K. (2014). Goodness-of-fit tests for Pareto distribution based on order statistics characterization and their efficiences. 247. Abstract from 11th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania.

Vancouver

Volkova K. Goodness-of-fit tests for Pareto distribution based on order statistics characterization and their efficiences. 2014. Abstract from 11th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania.

Author

Volkova, K. / Goodness-of-fit tests for Pareto distribution based on order statistics characterization and their efficiences. Abstract from 11th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania.

BibTeX

@conference{29cd92691ef14ed5ab9facd4f171b2f1,
title = "Goodness-of-fit tests for Pareto distribution based on order statistics characterization and their efficiences",
abstract = "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.",
keywords = "Pareto distribution, U-statistics, characterization, Bahadur efficiency, goodness-of-fit test",
author = "K. Volkova",
year = "2014",
language = "English",
pages = "247",
note = "11th International Vilnius Conference on Probability Theory and Mathematical Statistics ; Conference date: 30-06-2014 Through 04-07-2014",
url = "http://www.vilniusconference2014.mif.vu.lt/",

}

RIS

TY - CONF

T1 - Goodness-of-fit tests for Pareto distribution based on order statistics characterization and their efficiences

AU - Volkova, K.

PY - 2014

Y1 - 2014

N2 - 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.

AB - 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.

KW - Pareto distribution

KW - U-statistics

KW - characterization

KW - Bahadur efficiency

KW - goodness-of-fit test

M3 - Abstract

SP - 247

T2 - 11th International Vilnius Conference on Probability Theory and Mathematical Statistics

Y2 - 30 June 2014 through 4 July 2014

ER -

ID: 6817116