A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution
From MaRDI portal
Publication:5879908
DOI10.1080/00949655.2022.2082428OpenAlexW4287724319MaRDI QIDQ5879908
Alain Desgagné, Pierre Lafaye de Micheaux, Frédéric Ouimet
Publication date: 7 March 2023
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.06154
Monte Carlo simulationsheavy-tailed distributionsgoodness-of-fit testsLaplace distributionsymmetric distributionspower comparisondouble exponential
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Expected distances and goodness-of-fit for the asymmetric Laplace distribution
- A ratio goodness-of-fit test for the Laplace distribution
- Energy statistics: a class of statistics based on distances
- A new test for multivariate normality
- Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting
- Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy
- Test of fit for a Laplace distribution against heavier tailed alternatives
- Comparison of some tests of fit for the Laplace distribution
- The empirical characteristic function and its applications
- Two measures of sample entropy
- Testing symmetry under a skew Laplace model.
- A test for uniformity based on informational energy
- The sinh-arcsinhed logistic family of distributions: properties and inference
- Empirical likelihood ratio-based goodness-of-fit test for the Laplace distribution
- A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function
- Testing Exponentiality Based on Type II Censored Data and a New cdf Estimator
- An empirical power comparison of univariate goodness-of-fit tests for normality
- Tests of Distributional Hypotheses with Nuisance Parameters Using Fourier Series Methods
- An Iterative Procedure for Estimating the Mode
- A new estimator of entropy
- Tests of Fit for the Laplace Distribution, with Applications
- Tests for the skewness parameter of two-piece double exponential distribution in the presence of nuisance parameters
- Powerful Goodness-of-fit Tests Based on the Likelihood Ratio
- Goodness of Fit via Non-parametric Likelihood Ratios
- A Regression Test for Exponentiality: Censored and Complete Samples
- A powerful and interpretable alternative to the Jarque–Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family
- A new estimator of Kullback–Leibler information and its application in goodness of fit tests
- Tests of goodness of fit based on Phi-divergence
- General treatment of goodness-of-fit tests based on Kullback–Leibler information
- Tests of fit for the Laplace distribution based on correcting moments of entropy estimators
- Entropy estimation and goodness-of-fit tests for the inverse Gaussian and Laplace distributions using paired ranked set sampling
- Goodness-of-fit test based on correcting moments of modified entropy estimator
- Testing goodness-of-fit for Laplace distribution based on maximum entropy
- Markov Processes and the H-Theorem
- Goodness-of-fit tests on a circle
- More Light on the Kurtosis and Related Statistics
- Table for Estimating the Goodness of Fit of Empirical Distributions
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis
This page was built for publication: A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution