A flexible parametric density estimator for multimodal distributions of test statistics

DOI10.1080/03610919308813127zbMath0800.62115OpenAlexW1577265514MaRDI QIDQ4277753

J. N. Lye, Vance L. Martin

Publication date: 19 January 1994

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919308813127

zbMATH Keywords

unit root testsnon-normalitymethod of moments estimationspurious regressions\(t\)-ratiosgeneralized Pearson distributionsparametric kernel density estimation

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

• Understanding spurious regressions in econometrics
• Limit distributions of self-normalized sums
• Applications of Catastrophe Theory for Statistical Modeling in the Biosciences
• Testing for a unit root in time series regression
• RELAXING ASSUMPTIONS IN THE ONE SAMPLE t-TEST
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Regression Quantiles
• Modified t Tests and Confidence Intervals for Asymmetrical Populations
• Robust Estimation, Nonnormalities, and Generalized Exponential Distributions
• Time Series Regression with a Unit Root
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Estimation and Moment Recursion Relations for Multimodal Distributions of the Exponential Family

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