Testing the goodness-of-fit of the stable distributions with applications to German Stock Index data and Bitcoin cryptocurrency data

DOI10.1007/s11222-024-10441-5zbMath1542.62018MaRDI QIDQ6581658

Ruhul Ali Khan, Debasis Kundu, Ayan Pal

Publication date: 31 July 2024

Published in: Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityempirical likelihoodstable distributionnonparametric testWilks' theorem

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

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