Weighted similarity tests for location-scale families of stable distributions

DOI10.1080/03610926.2014.932809zbMath1346.62030OpenAlexW2440742927MaRDI QIDQ2816667

Luciene P. Lopes, Chang Chung Yu Dorea

Publication date: 25 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.932809

zbMATH Keywords

Mallows distancestable distributionweighted distributionsimilarity test

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Asymptotic properties of parametric tests (62F05)

Cites Work

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• Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
• Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure.
• Weighted correlation tests for scale families.