Goodness-of-fit testing is a cornerstone of statistical methodology, providing robust means to assess whether empirical data align with a hypothesised distribution. Such tests underpin diverse ...
The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis is on importance and interest; formal novelty and ...
Recently evidence has come forth which suggests that empirical probability distributions of returns on securities conform better to stable Paretian distributions with infinite variances than to the ...