Bias-corrected goodness-of-fit tests for Pareto-type behavior
نویسندگان
چکیده
In this paper we review the goodness-of-fit problem for assessing whether a sample is consistentwith the Pareto-type model. To this end we introduce a general kernel goodness-of-fit statistic. Thederivation of the proposed class is based on the close link between the strict Pareto and the exponentialdistribution and puts some of the available goodness-of-fit procedures for the latter in a broader per-spective. The limiting distribution for this general kernel statistic will be derived under mild regularityconditions and some important special cases will be investigated in greater depth.
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