On Charlier polynomials in testing Poissonity
From MaRDI portal
Publication:5267886
DOI10.1080/03610918.2015.1019000zbMath1364.62047OpenAlexW2478891927MaRDI QIDQ5267886
Grzegorz Wyłupek, Teresa Ledwina
Publication date: 13 June 2017
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2015.1019000
Poisson distributiongoodness of fitparametric bootstrapdiagnostic testsmooth testselection rulepower comparisonFisher's index of dispersion
Related Items (2)
Characterizations of non-normalized discrete probability distributions and their application in statistics ⋮ Data driven efficient score tests for Poissonity
Cites Work
- Unnamed Item
- Unnamed Item
- A class of count models and a new consistent test for the Poisson distribution
- Recent and classical goodness-of-fit tests for the Poisson distribution
- Mean distance test of Poisson distribution
- Goodness-of-fit tests for the inverse Gaussian and related distributions
- Goodness of fit for the Poisson distribution
- Rao score tests for goodness of fit and independence
- Use of an empirical probability generating function for testing a Poisson model
- Empirical‐distribution‐function goodness‐of‐fit tests for discrete models
- Smooth Goodness-of-Fit Specification Tests Under the Lagrange Multiplier Principle
- Univariate Discrete Distributions
- On the Charlier Type B Series
- Goodness-of-fit tests for discrete models based on the integrated distribution function.
This page was built for publication: On Charlier polynomials in testing Poissonity
