Consistent tests for symmetric stability with finite mean based on the empirical characteristic function

DOI10.1016/J.JSPI.2003.12.009zbMath1087.62059OpenAlexW2012208359MaRDI QIDQ707048

D. Kharzeev

Publication date: 9 February 2005

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.2003.12.009

zbMATH Keywords

Stable distributionGoodness-of-fit testSymmetric distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (6)

Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics ⋮ Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms ⋮ Asymptotics of maximum likelihood estimation for stable law with continuous parameterization ⋮ A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function ⋮ Fourier methods for model selection ⋮ Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach

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