Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform
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Cites work
- scientific article; zbMATH DE number 699423 (Why is no real title available?)
- A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
- A class of consistent tests for exponentiality based on the empirical Laplace transform
- A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation
- A new flexible class of omnibus tests for exponentiality
- A test for the composite hypothesis that a population has a gamma distribution
- Empirical Laplace transform and approximation of compound distributions
- Empirical‐distribution‐function goodness‐of‐fit tests for discrete models
- Estimation in the three-parameter gamma distribution based on the empirical moment generation function
- Goodness-of-fit tests for the inverse Gaussian distribution based on the empirical Laplace transform
- On an asymptotic goodness-of-fit test for a two-parameter gamma-distribution
- Recent and classical goodness-of-fit tests for the Poisson distribution
- Smooth Tests of Goodness of Fit
- Smooth Tests of Goodness of Fit: An Overview
- Testing departures from gamma, Rayleigh and truncated normal distributions
- Testing equality of scale parameters against restricted alternatives form≥3 gamma distributions with unknown common shape parameter
- 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
- Tests of Fit for Exponentiality based on the Empirical Laplace Transform
- Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions
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
- The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
- Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
- 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
- gofgamma
- Cumulant plots for assessing the gamma distribution
- scientific article; zbMATH DE number 6458381 (Why is no real title available?)
- Fixed point characterizations of continuous univariate probability distributions and their applications
- Stein's method meets computational statistics: a review of some recent developments
- 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
- scientific article; zbMATH DE number 6695056 (Why is no real title available?)
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