A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function

DOI10.1016/J.JSPI.2006.04.012zbMath1115.62051OpenAlexW2050737989MaRDI QIDQ997278

J. Martínez

Publication date: 23 July 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.04.012

zbMATH Keywords

skewnessgoodness-of-fit testempirical moment generating function

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (17)

Empirical likelihood test for equality of two distributions using distance of characteristic functions ⋮ On a test of normality based on the empirical moment generating function ⋮ A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates ⋮ Testing serial independence with functional data ⋮ Nonparametric recursive method for moment generating function kernel-type estimators ⋮ Canonical transformations of skew-normal variates ⋮ Normality testing for a long-memory sequence using the empirical moment generating function ⋮ Shapiro–Wilk test for skew normal distributions based on data transformations ⋮ On testing the skew normal distribution by using Shapiro-Wilk test ⋮ On estimating the marginal distribution of a detrended series with long memory ⋮ Testing skew normality via the moment generating function ⋮ The credibility premiums based on estimated moment-generating function ⋮ CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS ⋮ A test for multivariate skew-normality based on its canonical form ⋮ On testing the skew normal hypothesis ⋮ Unnamed Item ⋮ Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation in the three-parameter inverse Gaussian distribution
• On the empirical saddlepoint approximation
• A test of separate families of distributions based on the empirical moment generating function
• Statistical Applications of the Multivariate Skew Normal Distribution
• Estimation in the three-parameter gamma distribution based on the empirical moment generation function
• Theory & Methods: Estimating the parameters of Poisson‐exponential models
• BINARY REGRESSION WITH A CLASS OF SKEWEDtLINK MODELS
• RELIABILITY STUDIES OF THE SKEW-NORMAL DISTRIBUTION AND ITS APPLICATION TO A STRENGTH-STRESS MODEL
• GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
• On the estimation of spread rate for a biological population

This page was built for publication: A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function