• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Articles
  • NEW GOODNESS-OF-FIT TESTS FOR PARETO I TYPE DISTRIBUTION, BASED ON SOME CHARACTERIZATION
  • RU
  • EN
Расширенный поиск
Высшая школа экономики
Национальный исследовательский университет
Priority areas
  • business informatics
  • economics
  • engineering science
  • humanitarian
  • IT and mathematics
  • law
  • management
  • mathematics
  • sociology
  • state and public administration
by year
  • 2027
  • 2026
  • 2025
  • 2024
  • 2023
  • 2022
  • 2021
  • 2020
  • 2019
  • 2018
  • 2017
  • 2016
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 2006
  • 2005
  • 2004
  • 2003
  • 2002
  • 2001
  • 2000
  • 1999
  • 1998
  • 1997
  • 1996
  • 1995
  • 1994
  • 1993
  • 1992
  • 1991
  • 1990
  • 1989
  • 1988
  • 1987
  • 1986
  • 1985
  • 1984
  • 1983
  • 1982
  • 1981
  • 1980
  • 1979
  • 1978
  • 1977
  • 1976
  • 1975
  • 1974
  • 1973
  • 1972
  • 1971
  • 1970
  • 1969
  • 1968
  • 1967
  • 1966
  • 1965
  • 1964
  • 1963
  • 1958
  • More
Subject
News
May 20, 2026
HSE University Opens First Representative Office of Satellite Laboratory in Brazil
HSE University-St Petersburg opened a representative office of the Satellite Laboratory on Social Entrepreneurship at the University of Campinas in Brazil. The platform is going to unite research and educational projects in the spheres of sustainable development, communications and social innovations.
May 18, 2026
The 'Second Shift' Is Not Why Women Avoid News
Women are more likely than men to avoid political and economic news, but the reasons for this behaviour are linked less to structural inequality or family-related stress than to personal attitudes and the emotional perception of news content. This conclusion was reached by HSE researchers after analysing data from a large-scale survey of more than 10,000 residents across 61 regions of Russia. The study findings have been published in Woman in Russian Society.
May 15, 2026
Preserving Rationality in a Period of Turbulence
The HSE International Laboratory for Logic, Linguistics and Formal Philosophy studies logic and rationality in a transformed world characterised by a diversity of logical systems and rational agents. The laboratory supports and develops academic ties with Russian and international partners. The HSE News Service spoke with the head of the laboratory, Prof. Elena Dragalina-Chernaya, about its work.

 

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!

Publications
  • Books
  • Articles
  • Chapters of books
  • Working papers
  • Report a publication
  • Research at HSE

?

NEW GOODNESS-OF-FIT TESTS FOR PARETO I TYPE DISTRIBUTION, BASED ON SOME CHARACTERIZATION

Journal of Mathematical Sciences. 2022. Vol. 268. No. 5. P. 684–692.
I. A. Ragozin

Based on a new characterization, two new goodness-of-fit tests for Pareto I type distribution family with arbitrary shape-parameter λ are constructed. For these tests, the limiting distributions are described, the local Bahadur efficiencies for natural alternatives are calculated, and the asymptotic comparison of test statistics is performed.

Research target: Mathematics
Language: English
Full text
DOI
Text on another site
Keywords: characterizationBahadur efficiency Large deviationsPareto I type distributionKullback--Liebler information $U$-statistics
Similar publications
B-facets in Dimension 4
Селянин Ф. И., Journal of Dynamical and Control Systems 2026 Vol. 32 No. 2 P. 1–16
A B-facet is a lattice -dimensional polytope in the positive octant  with a positive normal covector, such that every -dimensional simplex with vertices in it is a B-simplex (i.e., a pyramid of height one with base on a coordinate hyperplane). B-facets were introduced in [2] in the context of the monodromy conjecture. In this paper, we complete the ...
Added: May 21, 2026
Upper bounds for Steklov eigenvalues of a hypersurface of revolution
Denis Seliutskii, Russian Journal of Mathematical Physics 2025 Vol. 32 No. 2 P. 399–407
In this paper, we find an upper bound for the first Steklov eigenvalue for a surface of revolution with boundary consisting of two spheres of different radii. Moreover, we prove that, in some cases, this boundary is sharp. ...
Added: May 19, 2026
On smooth Fano threefolds with coregularity zero
Жакупов О. Б., European Journal of Mathematics 2025 Vol. 11 Article 84
We provide examples of smooth three-dimensional Fano complete intersections of degree 2, 4, 6, and 8 that have absolute coregularity 0. Considering the main theorem of Avilov, Loginov, and Przyjalkowski (CNTP 18:506–577, 2024) on the remaining 101 families of smooth Fano threefolds, our result implies that each family of smooth Fano threefolds has an element of absolute ...
Added: May 18, 2026
2-Elliptic Periodic Orbits near a Nonsimple Homoclinic Tangency in Four-Dimensional Symplectic Maps
Gonchenko S., Lerman L., Turaev D., Regular and Chaotic Dynamics 2026 Vol. 31 No. 3 P. 349–369
We show that bifurcations of four-dimensional symplectic diffeomorphisms with a quadratic homoclinic tangency to a saddle periodic orbit with real multipliers produce 2-elliptic periodic orbits if the tangency is not partially hyperbolic. We show that a normal form for the rescaled first-return maps near such tangency is given by a four-dimensional symplectic H´enonlike map and study bifurcations of the ...
Added: May 15, 2026
Bibliometric Analysis by Network Models
Aleskerov F. T., Khutorskaya O., Stepochkina A. et al., Springer, 2026.
The book contains new models of bibliometric analysis based on centrality measures in network analysis, pattern analysis and stability analysis. A distinctive feature of these centrality measures is that they account for the parameters of vertices and group influence of vertices to a vertex. This reveals specific groups of publications, authors, terms, journals and affiliations ...
Added: May 15, 2026
Neural-network maps for two-parameter modeling of bistability and codimension-two bifurcations in two-dimensional flow dynamical systems
Kuptsov P., Panyushev A., Stankevich N., Chaos 2026 Vol. 36 No. 5 Article 053138
We develop a machine-learning approach to reproduce the behavior of two versions of the van der Pol oscillator exhibiting a subcritical Andronov–Hopf bifurcation, with or without a codimension-2 Bautin point. We construct a neural-network model that functions as a recur rent map and train it on short segments of oscillator trajectories. The results show that, ...
Added: May 15, 2026
Bifurcations and Structural Stability of Generic PC-HC Families
Dorovskiy A., / Series arXiv "math". 2026.
In this paper the structural stability of generic families of vector fields of the PC-HC class on the two-dimensional sphere is proved. A classification of these families up to moderate equivalence in neighborhoods of their large bifurcation supports is presented, based on such invariants as the configuration and the characteristic set. The realization lemma is proved. ...
Added: May 14, 2026
The Sobolev space W_2^{1/2}: Simultaneous improvement of functions by a homeomorphism of the circle
Lebedev V., Journal of Mathematical Analysis and Applications 2026 Vol. 563 No. 2 Article 130787
It is known that for every continuous real-valued  function $f$ on the circle $\mathbb T=\mathbb R/2\pi\mathbb Z$ there exists a  change of variable, i.e., a self-homeomorphism $h$ of $\mathbb T$, such that  the superposition $f\circ h$ is in the Sobolev space $W_2^{1/2}(\mathbb T)$.  We obtain new results on simultaneous improvement of functions by a single  change of variable in relation ...
Added: May 14, 2026
Symmetric Cubic Polynomials
Blokh A., Oversteegen L., Selinger N. et al., Arnold Mathematical Journal 2026 Vol. 12 No. 1 P. 60–110
We describe a model for the boundary of the connectedness locus of the parameter space of cubic symmetric polynomials. We show that there exists a monotone continuous function from the connectedness locus to the model which is a homeomorphism if the former is locally connected. ...
Added: May 13, 2026
Игры на сетях с линейным наилучшим ответом: модели и методы управления
Petrov I., Автоматика и телемеханика 2026 № 6 С. 82–118
Системам связанных агентов и сетевому управлению посвящено большое число отечественных и зарубежных исследований. Исторически, наибольший интерес в теории управления возникал к усредняющим системам и, в частности, к задаче консенсуса. Однако сетевое взаимодействие может характеризоваться более специфическими функциями, отражающими зависимость от действий соседей по сети, что особенно явно проявляется в моделях стратегического взаимодействия на сети, которое ...
Added: May 12, 2026
Архимед: научно-методический сборник
М.: ООО «Макс Пресс», 2026.
В настоящем сборнике представлены тезисы докладов участников семинара "Интеграция основного и дополнительного физико-математического образования", проходившего 11 февраля 2026 года в ГБОУ Школа №2007 ФМШ г. москвы, а также другие публикации, посвящённые вопросам дополнительного физико-математического образования. ...
Added: May 11, 2026
A two-point phase recovering from holographic data on a single plane
Novikov R., V. N. Sivkin, Inverse Problems 2026 Vol. 42 No. 4 Article 045009
We consider a plane wave, a radiation solution, and the sum of these solutions (total solution) for the Helmholtz equation in an exterior region in Rd, d ⩾ 2. In this region, we consider a hyperplane X with sufficiently large distance s from the origin in Rd. We give two-point local formulas for approximate recovering the radiation ...
Added: May 11, 2026
Multivariate Newton interpolation in downward closed spaces reaches the optimal Bernstein–Walsh approximation rate
Hecht M., Hofmann P., Wicaksono D. et al., IMA Journal of Numerical Analysis 2026 Vol. 00 P. 1–30
Recent advances in Bernstein—Walsh theory have extended Bernstein’s Theorem to multiple dimensions, stating that a multivariate function can be approximated with a geometric rate in a downward-closed polynomial space if and only if it is analytic in a generalized Bernstein polyellipse. To compute approximations of this class of functions—which we term Bos–Levenberg–Trefethen–(BLT) functions—we extend the ...
Added: May 11, 2026
Weighted Chernoff Information and Optimal Loss Exponent in Context-Sensitive Hypothesis Testing
Kelbert M., Kalimulina E. Y., Entropy 2026 Vol. 28 Article 536
We study binary hypothesis testing for i.i.d. observations under a multiplicative context weight. For the optimal weighted total loss, defined as the sum of weighted type-I and typeII losses, we prove the logarithmic asymptotic L∗n = exp{−nDwC (P,Q) + o(n)}, n →∞, where Dw C is the weighted Chernoff information. The single-letter form of the exponent relies on ...
Added: May 7, 2026
Новые критерии согласия для семейства распределений Рэлея, основанные на некотором специальном свойстве и некоторой характеризации
Ragozin I. A., Записки научных семинаров ПОМИ РАН 2021 Т. 505 С. 230–243
In this paper we construct new goodness-of-fit tests for Rayleigh distribution family with an arbitrary scale-parameter σ, based on some property and some characterization. We describe their limiting distributions, calculate local Bahadur efficiencies under close alternatives and perform asymptotic comparison of our test statistics. ...
Added: November 29, 2021
Английский модернизм за пределами канона: повествовательная традиция и новаторство в “Рассказах Симпсона” М. Синклер
Tulyakov D., Вестник Томского государственного университета. Филология 2021 № 70 С. 298–312
Средствами стилистического и нарратологического анализа показано, что цикл М. Синклер «Рассказы Симпсона» представляет собой модернистское исследо-вание сознания рассказчика. Обращаясь к традиционной форме повествования от первого лица, Синклер демонстрирует, что рассказывание историй о других является средством, которое помогает рассказчику избежать осознания правды о себе. Альтернативный модернизм М. Синклер ставит под вопрос попытки ее современников изобразить содержание ...
Added: June 22, 2021
Новые критерии согласия для распределения Парето I типа, основанные на некоторой характеризации
И. А. Рагозин, Записки научных семинаров ПОМИ РАН 2020 Т. 495 С. 237–249
In this paper we construct two new goodness-of-fit tests for Pareto Itype distribution family with an arbitrary shape-parameter λ, based on anew characterization. We describe their limit distributions, calculate thelocal Bahadur efficiencies under close alternatives and provide asymptoticcomparison of our test statistics. ...
Added: December 14, 2020
Cramér-type moderate deviations for intermediate trimmed means
Nadezhda Gribkova, Communications in Statistics-Theory and Method 2017 Vol. 46 No. 23 P. 11918–11932
In this article, we establish Cramér-type moderate deviation results for (intermediate) trimmed means Tn = n− 1∑n − mni = kn + 1Xi: n, where Xi: n's are the order statistics corresponding to the first n observations in a sequence X1, X2, … of independent identically distributed random variables with  F. We consider two cases of intermediate and heavy trimming. In the former case, when max (αn, βn) → 0 (αn = kn/n, βn = mn/n) and ...
Added: February 28, 2020
New Characterization-Based Symmetry Tests
Bozin V., Milošević B., Nikitin Y. Y. et al., Bulletin of the Malaysian Mathematical Sciences Society 2020 Vol. 43 No. 1 P. 297–320
Two new symmetry tests, of integral and Kolmogorov type, based on the characterization by squares of linear statistics are proposed. The test statistics are related to the family of degenerate U-statistics. Their asymptotic properties are explored. The maximal eigenvalue, needed for the derivation of their logarithmic tail behavior, was calculated or approximated using techniques from ...
Added: January 4, 2020
Toward the History of the St.Petersburg School of Probability and Statistics. IV. Characterization of Distributions and Limit Theorems in Statistics.
Nikitin Y. Y., Kagan A. M., Zaitsev A. Y., Vestnik of the St. Petersburg University: Mathematics 2019 Vol. 52 No. 1 P. 36–53
This is the fourth article in a series of surveys devoted to the scientific achievements of the Leningrad—St. Petersburg School of Probability and Statistics from 1947 to 2017. It is devoted to studies on the characterization of distributions, limit theorems for kernel density estimators, and asymptotic efficiency of statistical tests. The characterization results are related ...
Added: October 1, 2019
Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization.
Ya. Yu. Nikitin, Metrika 2018 Vol. 81 No. 6 P. 609–618
We consider two scale-free tests of normality based on the characterization of the symmetric normal law by  Ahsanullah, Kibria and Shakil (2014). Both tests have an $U$-empirical structure, but the first one is of integral type, while the second one is of Kolmogorov type. We discuss the limiting behavior of the test statistics and calculate their local ...
Added: October 27, 2018
Large deviations of avalanches in the raise and peel model
Pavel Pyatov, Povolotsky A. M., Rittenberg V., Journal of Statistical Mechanics: Theory and Experiment 2018 Vol. 2018 No. 053107 P. 1–26
We study the large deviation functions for two quantities characterizing the avalanche dynamics in the Raise and Peel model: the number of tiles removed by avalanches and the number of global avalanches extending through the whole system. To this end, we exploit their connection to the groundstate eigenvalue of the XXZ model with twisted boundary ...
Added: July 17, 2018
Tests based on characterizations, and their efficiencies: a survey
Nikitin Y. Y., Acta et Commentationes Universitatis Tartuensis de Mathematica 2017 Vol. 21 No. 1 P. 3–24
A survey of goodness-of-fit and symmetry tests based on the characterization properties of distributions is presented. This approach became popular in recent years. In most cases the test statistics are functionals of U-empirical processes. The limiting distributions and large deviations of new statistics under the null hypothesis are described. Their local Bahadur efficiency for various ...
Added: November 13, 2017
Метафора в характеристике персонажей сатиры У. Льюиса
Tulyakov D., Мировая литература в контексте культуры 2016 № 5(11) С. 250–259
Theory on characterization in fiction pays little attention to metaphor. One exception is literary grotesque, a technique close to Wyndham Lewis’s satire and the author’s conception thereof, both of which are considered in the present article. Using the example provided by one of the characters of Lewis’s satire The Apes of God (1930), we propose ...
Added: October 16, 2016
  • About
  • About
  • Key Figures & Facts
  • Sustainability at HSE University
  • Faculties & Departments
  • International Partnerships
  • Faculty & Staff
  • HSE Buildings
  • HSE University for Persons with Disabilities
  • Public Enquiries
  • Studies
  • Admissions
  • Programme Catalogue
  • Undergraduate
  • Graduate
  • Exchange Programmes
  • Summer University
  • Summer Schools
  • Semester in Moscow
  • Business Internship
  • Research
  • International Laboratories
  • Research Centres
  • Research Projects
  • Monitoring Studies
  • Conferences & Seminars
  • Academic Jobs
  • Yasin (April) International Academic Conference on Economic and Social Development
  • Media & Resources
  • Publications by staff
  • HSE Journals
  • Publishing House
  • iq.hse.ru: commentary by HSE experts
  • Library
  • Economic & Social Data Archive
  • Video
  • HSE Repository of Socio-Economic Information
  • HSE1993–2026
  • Contacts
  • Copyright
  • Privacy Policy
  • Site Map
Edit