On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests
From MaRDI portal
Publication:5222283
DOI10.1080/00949655.2014.968781OpenAlexW1967453742MaRDI QIDQ5222283
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2014.968781
bootstrapexponential distributionpowergoodness-of-fit testsempirical characteristic functiontuning parameter
Related Items (18)
New L2-type exponentiality tests ⋮ Tests for circular symmetry of complex-valued random vectors ⋮ Testing normality via a distributional fixed point property in the Stein characterization ⋮ On combining the zero bias transform and the empirical characteristic function to test normality ⋮ A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families ⋮ Minimum Lq‐distance estimators for non‐normalized parametric models ⋮ Logistic or not Logistic? ⋮ On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests ⋮ An `apples to apples' comparison of various tests for exponentiality ⋮ A Monte Carlo evaluation of the performance of two new tests for symmetry ⋮ Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function ⋮ A new test of multivariate normality by a double estimation in a characterizing PDE ⋮ A new characterization of the Gamma distribution and associated goodness-of-fit tests ⋮ Fixed point characterizations of continuous univariate probability distributions and their applications ⋮ New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies ⋮ Inferential procedures based on the integrated empirical characteristic function ⋮ Goodness-of-fit procedures for compound distributions with an application to insurance ⋮ New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- The probability weighted characteristic function and goodness-of-fit testing
- A generalized Hollander-Proschan type test for NBUE alternatives
- A class of consistent tests for exponentiality based on the empirical Laplace transform
- Recent and classical tests for exponentiality: a partial review with comparisons
- A new flexible class of omnibus tests for exponentiality
- Use of mean residual life in testing departures from exponentiality
- New tests for exponentiality against new better than used inpth quantile
- Tests of Fit for Exponentiality based on the Empirical Laplace Transform
- GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION
- A test for normality based on the empirical characteristic function
- Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function
This page was built for publication: On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests