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Jackknife empirical likelihood test for testing one-sided Lévy distribution
Deepesh Bhati1, Sudheesh K Kattumannil2
1Department of Statistics, Central University of Rajasthan, Ajmer, India.
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.
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