A family of non-parametric tests for the class of log-symmetric distributions
Ganesh Vishnu Avhad,
Ananya Lahiri and
Sudheesh K. Kattumannil
Journal of Applied Statistics, 2026, vol. 53, issue 1, 68-83
Abstract:
The continuous, strictly positive, and asymmetric variables, which may include outliers, are commonly encountered across various fields. Log-symmetric distributions are frequently useful for modeling such data. The characterization properties of these distributions are employed to construct the goodness of fit. In this paper, we propose a new goodness of fit test tailored for log-symmetric distributions. We develop the test based on the jackknife empirical likelihood and the adjusted jackknife empirical likelihood. The asymptotic distribution of both test statistics is shown to follow a chi-square distribution with one degree of freedom. The performance of the proposed tests and their comparison with existing methods are evaluated through a comprehensive Monte Carlo simulations study. The proposed methods perform better than other methods. Finally, the method is illustrated with applications to real-world datasets.
Date: 2026
References: Add references at CitEc
Citations:
Downloads: (external link)
http://hdl.handle.net/10.1080/02664763.2025.2503856 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:53:y:2026:i:1:p:68-83
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20
DOI: 10.1080/02664763.2025.2503856
Access Statistics for this article
Journal of Applied Statistics is currently edited by Robert Aykroyd
More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().