Kewin Pączek, Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska
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Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments
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 distributions. The...
期刊介绍:
Journal of Applied Statistics provides a forum for communication between both applied statisticians and users of applied statistical techniques across a wide range of disciplines. These areas include business, computing, economics, ecology, education, management, medicine, operational research and sociology, but papers from other areas are also considered. The editorial policy is to publish rigorous but clear and accessible papers on applied techniques. Purely theoretical papers are avoided but those on theoretical developments which clearly demonstrate significant applied potential are welcomed. Each paper is submitted to at least two independent referees.