A K-S Type Test for Exponentiality Based on Empirical Hankel Transforms
From MaRDI portal
Publication:2864693
DOI10.1080/03610926.2011.639003zbMath1462.62260OpenAlexW2318923505MaRDI QIDQ2864693
Ludwig Baringhaus, Fatemeh Taherizadeh
Publication date: 26 November 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.639003
Related Items (6)
A review of tests for exponentiality with Monte Carlo comparisons ⋮ Large deviations for sums of bounded functions of a normalized sample under gamma distribution ⋮ Integral transform methods in goodness-of-fit testing. I: The gamma distributions ⋮ Integral transform methods in goodness-of-fit testing. II: The Wishart distributions ⋮ Cramér–von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation ⋮ Testing exponentiality using mean residual quantile function
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Empirical Hankel transforms and its applications to goodness-of-fit tests
- Confidence sets for a multivariate distribution
- Weak convergence and empirical processes. With applications to statistics
- Stochastic Comparison of Tests
- An approach to testing the goodness of fit of incompletely specified distributions
- A note on Srinivasan's goodness-of-fit test
This page was built for publication: A K-S Type Test for Exponentiality Based on Empirical Hankel Transforms