Jackknife empirical likelihood test for testing one-sided Lévy distribution

Deepesh Bhati and Sudheesh K. Kattumannil

Journal of Applied Statistics, 2020, vol. 47, issue 7, 1208-1219

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.

Date: 2020
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DOI: 10.1080/02664763.2019.1672630

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