Purpose – There has been growing interest in recent years in modelling various poverty-related issues. However, there have not been many attempts at empirical estimation of best-fit income distribution functions with an objective of subsequent use in poverty focused models. The purpose of this...

Consider testing the null hypothesis that a cumulative distribution function (cdf) belongs to a given set of cdfs versus the alternative that it belongs to another disjoint set of cdfs. A non-local efficiency is introduced for this testing situation. Its performance is assessed by developing...

We study a test statistic on the integrated squared difference between a kernel estimator of the copula density and a kernel smoothed estimator of the parametric copula density. We show for fixed smoothing parameters that the test is consistent and that the asymptotic properties are driven by a...