Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data

DOI10.1080/03610920601126217zbMath1124.62031OpenAlexW2024065312WikidataQ61927803 ScholiaQ61927803MaRDI QIDQ5421532

Pedro Puig, Arthur Pewsey, Gloria Mateu-Figueras

Publication date: 24 October 2007

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

Full work available at URL: https://doi.org/10.1080/03610920601126217

zbMATH Keywords

asymmetryempirical distribution functionKolmogorov-SmirnovCramér-von Mises

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05) Statistical tables (62Q05)

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Uses Software

• sn

Cites Work

• Goodness-of-fit tests for the hyperbolic distribution
• Tables for Computing Bivariate Normal Probabilities
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Problems of inference for Azzalini's skewnormal distribution
• Tests of Fit for the Laplace Distribution, with Applications
• GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
• The Skew-normal Distribution and Related Multivariate Families*
• A property of maximum likelihood estimators in the presence of location-scale nuisance parameters
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