title: On asymptotic efficiency of goodness-of-fit tests for the Pareto  distribution based on its characterization
metadata.name: dc.contributor.author
metadata.value: K. Yu. Volkova
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2016-04-12T18:46:40Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2016-04-12T18:46:40Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2014-08-20
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/2072
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: 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.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: en
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Mathematics - Statistics
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Mathematics - Statistics
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Statistics - Theory
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: 60F10, 62G10, 62G20, 62G30
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: On asymptotic efficiency of goodness-of-fit tests for the Pareto  distribution based on its characterization
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 1408.4527v1.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/2072/1/1408.4527v1.pdf
resources.format: Adobe PDF
resources.size: 190,2 kB