Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function

From MaRDI portal
Publication:1585888

DOI10.1023/A:1004113805623zbMath0959.62041OpenAlexW1983855970WikidataQ123271852 ScholiaQ123271852MaRDI QIDQ1585888

Nora Gürtler, Norbert Henze

Publication date: 2 May 2001

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1004113805623




Related Items (33)

A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic FunctionBootstrap goodness-of-fit tests with estimated parameters based on empirical transformsNew class of exponentiality tests based on U-empirical Laplace transformBahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distributionFast goodness-of-fit tests based on the characteristic functionEnergy statistics: a class of statistics based on distancesThe limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applicationsThe probability weighted characteristic function and goodness-of-fit testingLimit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distributionOn the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit testsBahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic functionIntroduction to modern goodness of fit methodsNew goodness of fit tests for the Cauchy distributionA characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic functionAn approximation to the null distribution of a class of Cramér-von Mises statisticsApproximating a class of goodness-of-fit test statisticsGoodness-of-fit tests for multivariate stable distributions based on the empirical characteristic functionTests for normal mixtures based on the empirical characteristic functionA Class of Goodness-of-fit Tests Based on TransformationTests of fit for normal inverse Gaussian distributionsInference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variatesConsistent tests for symmetric stability with finite mean based on the empirical characteristic functionA Goodness of Fit Test for Normality Based on the Empirical Moment Generating FunctionBinned goodness-of-fit tests based on the empirical characteristic functionChecking the adequacy of the multivariate semiparametric location shift modelChange point analysis based on empirical characteristic functionsOn testing exponentiality based on a new estimator for the scale parameterOn the empirical characteristic function process of the residuals in GARCH models and applicationsNormality Test Based on a Truncated Mean CharacterizationPermutation tests for homogeneity based on the empirical characteristic functionGoodness-of-fit tests for symmetric stable distributions-empirical characteristic function approachTesting for the symmetric component in skew distributionsEmpirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE




This page was built for publication: Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function