A Kumari, D Bhati - Journal of Applied Statistics, 2024 - Taylor & Francis
The main aim of this work is to develop a new goodness-of-fit test for the one-sided Lévy distribution. The proposed test is based on the scale-ratio approach in which two estimators …
A Kumari, KK Sudheesh, D Bhati - Journal of the Indian Society for …, 2023 - Springer
The aim of this work is to propose a new goodness-of-fit test for one-sided Lévy distribution based on recently developed Stein's type characterization. The asymptotic properties of the …
K Pączek, D Jelito, M Pitera… - Journal of Applied …, 2024 - Taylor & Francis
In this paper we introduce a novel statistical framework based on the first two quantile conditional moments that facilitates effective goodness-of-fit testing for one-sided Lévy …
A Kumari, D Bhati, A Batsidis - Statistica Neerlandica, 2024 - Wiley Online Library
New estimators for the scale parameter of the one‐sided Lévy distribution are proposed, which are used for constructing new classes of goodness‐of‐fit (gof) tests, based on the ratio …
C Conghua - Journal of Donghua University (English Edition …, 2023 - search.ebscohost.com
The paper discusses the statistical inference problem of the compound Poisson vector process (CPVP) in the domain of attraction of normal law but with infinite covariance matrix …