Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/1376
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dc.contributor.authorLukić, Žikicaen_US
dc.contributor.authorMilošević, Bojanaen_US
dc.date.accessioned2024-10-25T08:16:54Z-
dc.date.available2024-10-25T08:16:54Z-
dc.date.issued2023-01-01-
dc.identifier.issn02331888-
dc.identifier.urihttps://research.matf.bg.ac.rs/handle/123456789/1376-
dc.descriptionLukić, Ž., & Milošević, B. (2023). Characterization-based approach for construction of goodness-of-fit test for Lévy distribution. Statistics, 57(5), 1087–1116. https://doi.org/10.1080/02331888.2023.2238236en_US
dc.description.abstractThe 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 are only a few specific goodness-of-fit tests for the Lévy distribution. In this paper, two novel classes of goodness-of-fit tests for the Lévy distribution are proposed. Both tests are based on V-empirical Laplace transforms. New tests are scale free under the null hypothesis, which makes them suitable for testing the composite hypothesis. The finite sample and limiting properties of test statistics are obtained. In addition, a generalization of the recent Bhati–Kattumannil goodness-of-fit test to the Lévy distribution is considered. For assessing the quality of novel and competitor tests, the local Bahadur efficiencies are computed, and a wide power study is conducted. Both criteria clearly demonstrate the quality of the new tests. The applicability of the novel tests is demonstrated with two real-data examples.en_US
dc.language.isoenen_US
dc.publisherTaylor and Francisen_US
dc.relation.ispartofStatisticsen_US
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectBahadur efficiencyen_US
dc.subjectLaplace transformen_US
dc.subjectstable distributionsen_US
dc.subjectV-statisticsen_US
dc.titleCharacterization-based approach for construction of goodness-of-fit test for Lévy distributionen_US
dc.typeArticleen_US
dc.identifier.doi10.1080/02331888.2023.2238236-
dc.identifier.scopus2-s2.0-85165652855-
dc.identifier.isi001033168900001-
dc.identifier.urlhttps://api.elsevier.com/content/abstract/scopus_id/85165652855-
dc.relation.issn0233=1888en_US
dc.description.rankM21en_US
dc.relation.firstpage1087en_US
dc.relation.lastpage1116en_US
dc.relation.volume57en_US
dc.relation.issue5en_US
item.grantfulltextopen-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairetypeArticle-
item.languageiso639-1en-
item.fulltextWith Fulltext-
item.cerifentitytypePublications-
crisitem.author.deptProbability and Mathematical Statistics-
crisitem.author.orcid0000-0001-8243-9794-
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