Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform

DOI10.1080/03610926.2010.542851zbMATH Open1319.62096OpenAlexW2055728514MaRDI QIDQ138398FDOQ138398

Authors: Norbert Henze, Simos G. Meintanis, Bruno Ebner, Norbert Henze, Simos G. Meintanis, Bruno Ebner 

Publication date: May 2012

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.542851

Recommendations

• Smooth tests for the gamma distribution
• A new characterization of the Gamma distribution and associated goodness-of-fit tests
• Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function
• Integral transform methods in goodness-of-fit testing. I: The gamma distributions
• A NEW GOODNESS OF FIT TEST FOR THE BETA DISTRIBUTION BASED ON THE EMPIRICAL LAPLACE TRANSFORM

zbMATH Keywords

goodness-of-fit testgamma distributionempirical Laplace transformsmooth test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Smooth Tests of Goodness of Fit
• Title not available (Why is that?)
• A class of consistent tests for exponentiality based on the empirical Laplace transform
• On an asymptotic goodness-of-fit test for a two-parameter gamma-distribution
• Testing departures from gamma, Rayleigh and truncated normal distributions
• Recent and classical goodness-of-fit tests for the Poisson distribution
• Goodness-of-fit tests for the inverse Gaussian distribution based on the empirical Laplace transform
• Testing equality of scale parameters against restricted alternatives form≥3 gamma distributions with unknown common shape parameter
• A new flexible class of omnibus tests for exponentiality
• Smooth Tests of Goodness of Fit: An Overview
• Empirical Laplace transform and approximation of compound distributions
• A test for the composite hypothesis that a population has a gamma distribution
• Estimation in the three-parameter gamma distribution based on the empirical moment generation function
• Tests of Fit for Exponentiality based on the Empirical Laplace Transform
• Empirical‐distribution‐function goodness‐of‐fit tests for discrete models
• Testing for stability based on the empirical characteristic funstion with applications to financial data
• Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function
• A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
• Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions
• A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation

Cited In (22)

• New class of exponentiality tests based on U-empirical Laplace transform
• A NEW GOODNESS OF FIT TEST FOR THE BETA DISTRIBUTION BASED ON THE EMPIRICAL LAPLACE TRANSFORM
• Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
• The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
• A new test of multivariate normality by a double estimation in a characterizing PDE
• On testing the log-gamma distribution hypothesis by bootstrap
• On the goodness-of-fit tests for gamma generalized linear models
• Integral transform methods in goodness-of-fit testing. I: The gamma distributions
• A variance ratio test of fit for Gamma distributions
• Smooth tests for the gamma distribution
• Goodness-of-fit tests in conditional duration models
• Integral transform methods in goodness-of-fit testing. II: The Wishart distributions
• A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
• Cumulant plots for assessing the gamma distribution
• Title not available (Why is that?)
• Fixed point characterizations of continuous univariate probability distributions and their applications
• Stein's method meets computational statistics: a review of some recent developments
• gofgamma
• A new characterization of the Gamma distribution and associated goodness-of-fit tests
• Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function
• On an independence test approach to the goodness-of-fit problem
• Title not available (Why is that?)

This page was built for publication: Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q138398)