On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests

DOI10.1080/00949655.2019.1598409WikidataQ128172215 ScholiaQ128172215MaRDI QIDQ5107422

Carlos Tenreiro

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/87197

zbMATH Keywords

goodness-of-fit tests; calibration; empirical characteristic function; normality tests; exponentiality tests; empirical Laplace transform; data-based tuning parameter selection

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

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Uses Software

• R

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