Tests for normality in stable laws

DOI10.1080/03610928108828059zbMath0467.62040OpenAlexW2044047194MaRDI QIDQ3920455

Ioannis A. Koutrouvelis

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/03610928108828059

zbMATH Keywords

Gaussian distributionnormal distributionkurtosisstable distributionpower studyregression-type estimator

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

Related Items (3)

Asymptotic distribution of regression type estimators of parameters of stable laws ⋮ An omnibus test for the two-sample problem using the empirical characteristic function ⋮ Testing for stability based on the empirical characteristic funstion with applications to financial data

Cites Work

• Unnamed Item
• The estimation of the parameters of the stable laws
• An analysis of variance test for normality (complete samples)
• The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit

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