Comparison of some tests of fit for the Laplace distribution

DOI10.1016/j.csda.2008.05.023zbMath1452.62032OpenAlexW2057066399WikidataQ60453614 ScholiaQ60453614MaRDI QIDQ1023910

J. C. W. Rayner, D. J. Best, Olivier Thas

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.05.023

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03)

Related Items (3)

A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution ⋮ A ratio goodness-of-fit test for the Laplace distribution ⋮ Test of fit for a Laplace distribution against heavier tailed alternatives

Uses Software

• IMSL Numerical Libraries

Cites Work

• Unnamed Item
• Unnamed Item
• Generalised smooth tests of goodness of fit
• On improving density estimators which are not bona fide functions
• Recent and classical goodness-of-fit tests for the Poisson distribution
• A GENERALIZED EMERSON RECURRENCE RELATION
• A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function
• Modified goodness-of-fit test for the laplace distribution
• Tests of Distributional Hypotheses with Nuisance Parameters Using Fourier Series Methods
• Data-Driven Version of Neyman's Smooth Test of Fit
• Data-Driven Smooth Tests When the Hypothesis Is Composite
• Tests of Fit for the Laplace Distribution, with Applications
• Goodness of Fit via Non-parametric Likelihood Ratios
• PROPERLY RESCALED COMPONENTS OF SMOOTH TESTS OF FIT ARE DIAGNOSTIC
• Interpreting the skewness coefficient
• Testing goodness-of-fit for Laplace distribution based on maximum entropy
• Handbook of Statistical Distributions with Applications
• Some Analytical Properties of Bivariate Extremal Distributions
• A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES¹
• Interval Estimation for the Two-Parameter Double Exponential Distribution
• Smooth Tests for the Zero‐Inflated Poisson Distribution
• Diagnostic smooth tests of fit.

This page was built for publication: Comparison of some tests of fit for the Laplace distribution