Jackknife empirical likelihood test for testing one-sided Lévy distribution

Authors

Deepesh Bhati, Central University of Rajasthan
Sudheesh K. Kattumannil, Indian Statistical Institute Chennai

Article Type

Research Article

Publication Title

Journal of Applied Statistics

Abstract

Based on U-empirical process we construct a jackknife empirical likelihood-based test for testing one-sided Lévy distribution. Adjusted jackknife empirical likelihood test also developed. The simulation study shows that the proposed tests have very good power for various alternatives. Finally, we illustrate the test procedure using three real data sets.

First Page

1208

Last Page

1219

DOI

10.1080/02664763.2019.1672630

Publication Date

5-18-2020

Recommended Citation

Bhati, Deepesh and Kattumannil, Sudheesh K., "Jackknife empirical likelihood test for testing one-sided Lévy distribution" (2020). Journal Articles. 296.
https://digitalcommons.isical.ac.in/journal-articles/296