A new characterization of the Gamma distribution and associated goodness-of-fit tests
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Abstract: We propose a class of weighted -type tests of fit to the Gamma distribution. Our novel procedure is based on a fixed point property of a new transformation connected to a Steinian characterization of the family of Gamma distributions. We derive the weak limits of the statistic under the null hypothesis and under contiguous alternatives. Further, we establish the global consistency of the tests and apply a parametric bootstrap technique in a Monte Carlo simulation study to show the competitiveness to existing procedures.
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- On an independence test approach to the goodness-of-fit problem
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- Stein's method and the zero bias transformation with application to simple random sampling
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Cited in
(22)- New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring
- Goodness of fit tests and power comparisons for weighted gamma distribution
- Integral transform methods in goodness-of-fit testing. I: The gamma distributions
- Rejoinder on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
- On testing the log-gamma distribution hypothesis by bootstrap
- A variance ratio test of fit for Gamma distributions
- Stein's method meets computational statistics: a review of some recent developments
- Minimum Lq‐distance estimators for non‐normalized parametric models
- A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation
- Distributional Nikulin-Rao-Robson validity under a novel gamma extension with characterizations and risk assessment
- A new omnibus test of fit based on a characterization of the uniform distribution
- Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function
- Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
- Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method
- Smooth tests for the gamma distribution
- Characteristic function and Laplace transform-based tests for exponentiality in the presence of random right censoring
- Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform
- The biased transformation and its application in goodness-of-fit tests for the beta and gamma distribution
- gofgamma
- Cumulant plots for assessing the gamma distribution
- Goodness-of-fit test for count distributions with finite second moment
- Fixed point characterizations of continuous univariate probability distributions and their applications
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