Test of fit for Cauchy distribution based on the empirical likelihood ratio with application to the stock market price
Recently, it has been shown that the density based empirical likelihood concept extends and standardizes these methods, presenting a powerful approach for approximating optimal parametric likelihood ratio test statistics. In this article, we propose a density based empirical likelihood goodness of f...
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| Format: | Article |
| Language: | English |
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Shahid Bahonar University of Kerman
2022-01-01
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| Series: | Journal of Mahani Mathematical Research |
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| Online Access: | https://jmmrc.uk.ac.ir/article_3109_d1fcae11d76770b9699ba1b80f062861.pdf |