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.
Язык оригиналаанглийский
Страницы247
СостояниеОпубликовано - 2014
Опубликовано для внешнего пользованияДа
Событие11th International Vilnius Conference on Probability Theory and Mathematical Statistics - Vilnius, Литва
Продолжительность: 30 июн 2014 → 4 июл 2014
http://www.vilniusconference2014.mif.vu.lt/

конференция

конференция11th International Vilnius Conference on Probability Theory and Mathematical Statistics
Страна/TерриторияЛитва
ГородVilnius
Период30/06/14 → 4/07/14
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