Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions
type: Item
instance of: scholarly article
title: Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions
zbMATH Open document ID: 1443.62493
author: J. Huston McCulloch
author: E. Richard jun. Percy
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: S0304407612002023
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6714814
zbMATH Keywords: stable distribution
zbMATH Keywords: Student \(t\) distribution
zbMATH Keywords: generalized error distribution
zbMATH Keywords: Lagrange multiplier test
describes a project that uses: STABLE
describes a project that uses: SYMSTB
MaRDI profile type: Publication
OpenAlex ID: W2093331807
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DOI: 10.1016/J.JECONOM.2012.08.018
description: scientific article; zbMATH DE number 6714814