New Goodness-of-Fit Tests for Pareto Distributions

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A Kernel Test of Goodness of Fit (2016, background): “The key point is that the required integrals are again computable in closed form for the Gaussian, although the reasoning may be extended to certain other families of interest, e.g. (Rizzo, 2009).”
Energy statistics: A class of statistics based on distances (2013, methodology): “For more details see Székely and Rizzo (2009).”
Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation (2019, methodology): “For d1 = d2 = 1, it has been discussed in Székely and Rizzo (2009), although to the best of our knowledge, its theoretical properties have not been analyzed.”
Energy distance (2016, methodology): “For most applications the exponent α = 1 (Euclidean distance) can be applied, but smaller exponents have been applied for testing distributions with heavy tails including Pareto, Cauchy, and stable distributions.(14,15) The important special case of testing multivariate normality(8,9) is fully imple”