New goodness of fit tests for the Cauchy distribution

被引：18
作者：
Mahdizadeh, M. [1 ]
Zamanzade, Ehsan [2 ]
机构：
[1] Hakim Sabzevari Univ, Dept Stat, Sabzevar, Iran
[2] Univ Isfahan, Dept Stat, Esfahan, Iran
来源：
JOURNAL OF APPLIED STATISTICS | 2017年 / 44卷 / 06期
关键词：
Heavy-tailed distributions; Kullback-Leibler distance; likelihood ratio; ENTROPY;
D O I：
10.1080/02664763.2016.1193726
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Some goodness-of-fit procedures for the Cauchy distribution are presented. The power comparisons indicate that the new tests possess good performances among the competitors, especially against symmetric alternatives. A financial data set is analyzed for illustration.
引用
收藏
页码：1106 / 1121
页数：16
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