Testing exponentiality versus pareto distribution via likelihood ratio

Communications in Statistics: Simulation and Computation

Volumn 38, Issue 1, 2009, Pages 118-139

  Kozubowski, Tomasz J ^a   Panorska, Anna K ^a   Qeadan, Fares ^a   Gershunov, Alexander ^b   Rominger, Debra ^c  

^a UNIVERSITY OF NEVADA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c International Game Technology   (United States)

Author keywords

Generalized Pareto distribution; Heavy tails; Likelihood ratio test; Lomax distribution; Maximum likelihood estimation; Non regular case; Pareto type II; Peaks over threshold; Test for exponentiality

Indexed keywords

ASYMPTOTIC ANALYSIS; COMPUTATION THEORY; MAXIMUM LIKELIHOOD; PARETO PRINCIPLE; STATISTICAL TESTS;

GENERALIZED PARETO DISTRIBUTIONS; HEAVY-TAILS; LIKELIHOOD RATIO TESTS; LOMAX DISTRIBUTION; PEAKS OVER THRESHOLD; TYPE II;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 77649318296     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610910802439121     Document Type: Article

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