Testing exponentiality versus pareto distribution via likelihood ratio

Tomasz J. Kozubowski; Anna K. Panorska; Fares Qeadan; Alexander Gershunov; Debra Rominger

doi:10.1080/03610910802439121

Testing exponentiality versus pareto distribution via likelihood ratio

Tomasz J. Kozubowski, Anna K. Panorska, Fares Qeadan, Alexander Gershunov, Debra Rominger

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	118-139
Number of pages	22
Journal	Communications in Statistics: Simulation and Computation
Volume	38
Issue number	1
DOIs	https://doi.org/10.1080/03610910802439121
State	Published - 2009
Externally published	Yes

ASJC Scopus Subject Areas

Statistics and Probability
Modeling and Simulation

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

Access to Document

10.1080/03610910802439121

Cite this

@article{b43aeb6b988a45018dab07403c3f008e,

title = "Testing exponentiality versus pareto distribution via likelihood ratio",

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",

author = "Kozubowski, {Tomasz J.} and Panorska, {Anna K.} and Fares Qeadan and Alexander Gershunov and Debra Rominger",

note = "Publisher Copyright: Copyright {\textcopyright} Taylor & Francis Group, LLC.",

year = "2009",

doi = "10.1080/03610910802439121",

language = "English",

volume = "38",

pages = "118--139",

journal = "Communications in Statistics: Simulation and Computation",

issn = "0361-0918",

number = "1",

}

TY - JOUR

T1 - Testing exponentiality versus pareto distribution via likelihood ratio

AU - Kozubowski, Tomasz J.

AU - Panorska, Anna K.

AU - Qeadan, Fares

AU - Gershunov, Alexander

AU - Rominger, Debra

PY - 2009

Y1 - 2009

KW - Generalized Pareto distribution

KW - Heavy-tails

KW - Likelihood ratio test

KW - Lomax distribution

KW - Maximum likelihood estimation

KW - Non regular case

KW - Pareto type II

KW - Peaks-over-threshold

KW - Test for exponentiality

UR - http://www.scopus.com/inward/record.url?scp=77649318296&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=77649318296&partnerID=8YFLogxK

U2 - 10.1080/03610910802439121

DO - 10.1080/03610910802439121

M3 - Article

AN - SCOPUS:77649318296

SN - 0361-0918

VL - 38

SP - 118

EP - 139

JO - Communications in Statistics: Simulation and Computation

JF - Communications in Statistics: Simulation and Computation

IS - 1

ER -

Testing exponentiality versus pareto distribution via likelihood ratio

ASJC Scopus Subject Areas

Keywords

Access to Document

Other files and links

Cite this