Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates

DOI10.1080/00949655.2011.590287zbMath1431.62052OpenAlexW2054728648MaRDI QIDQ4925441

Maciej Augustyniak, Louis G. Doray

Publication date: 12 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.590287

zbMATH Keywords

parameter estimationempirical characteristic functiongamma distributionLaplace distributiongoodness of fitsymmetric distributiontest of symmetrynormality testquadratic distanceleptokurtic distributiondouble gamma difference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items (3)

Smooth backfitting for errors-in-variables additive models ⋮ A note on gamma difference distributions ⋮ Smooth backfitting for errors-in-variables varying coefficient regression models

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