Jackknife empirical likelihood test for testing one-sided Lévy distribution

Deepesh Bhati; Sudheesh K Kattumannil

doi:10.1080/02664763.2019.1672630

Jackknife empirical likelihood test for testing one-sided Lévy distribution

J Appl Stat. 2019 Sep 30;47(7):1208-1219. doi: 10.1080/02664763.2019.1672630. eCollection 2020.

Authors

Deepesh Bhati¹, Sudheesh K Kattumannil²

Affiliations

¹ Department of Statistics, Central University of Rajasthan, Ajmer, India.
² Indian Statistical Institute, Chennai, 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.

Keywords: Jackknife empirical likelihood; Lévy distribution; U-empirical process; Wilk's theorem.