Characterization-based approach for construction of goodness-of-fit test for Lévy distribution

Ž Lukić, B Milošević - Statistics, 2023 - Taylor & Francis
The Lévy distribution, alongside the Normal and Cauchy distributions, is one of the only
three stable distributions whose density can be obtained in a closed form. However, there …

Goodness-of-fit test for the one-sided Lévy distribution

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 …

Goodness-of-Fit Test for One-Sided Lévy Distribution Based on Stein's Characterization

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 …

Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments

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 …

New classes of goodness‐of‐fit tests for the one‐sided Lévy distribution

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 …

Empirical Likelihood Statistical Inference for Compound Poisson Vector Processes under Infinite Covariance Matrix.

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 …

[PDF][PDF] Karakterizacija Levijeve raspodele i novi test saglasnosti zasnovan na njoj

Ž Lukić - 2020 - elibrary.matf.bg.ac.rs
Карактеризације расподела и тестови сагласности засновани на њима играју важну
улогу у непараметарској статистици. Тестови сагласности засновани на …

[引用][C] O testovima saglasnosti sa Levijevom raspodelom