Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics |
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Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (English)
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7 July 2022
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\(\alpha\)-stable distribution
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heavy-tailed distribution
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conditional variance
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trimmed variance
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quantile conditional variance
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goodness-of-fit test
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