3 papers
math.ST2025
Jackknife Empirical Likelihood Ratio Test for Cauchy Distribution
Ganesh Vishnu Avhad, Ananya Lahiri, Sudheesh K. Kattumannil
Heavy-tailed distributions, such as the Cauchy distribution, are acknowledged for providing more accurate models for financial returns, as the normal distribution is deemed insuffi…
math.ST2025
On testing the class of symmetry using entropy characterization and empirical likelihood approach
Ganesh Vishnu Avhad, Ananya Lahiri, Sudheesh K. Kattumannil
In this paper, we obtain a new characterization result for symmetric distributions based on the entropy measure. Using the characterization, we propose a nonparametric test to test…
stat.ME2024
Nonparametric goodness of fit tests for Pareto type-I distribution with complete and censored data
Avhad Ganesh Vishnu, Ananya Lahiri, Sudheesh K. Kattumannil
Two new goodness of fit tests for the Pareto type-I distribution for complete and right censored data are proposed using fixed point characterization based on Steins type identity.…