Goodness-of-fit procedures for compound distributions with an application to insurance

DOI10.1007/s42519-022-00276-6zbMath1495.62033OpenAlexW4285494621MaRDI QIDQ2081723

Simos G. Meintanis, Pierre-Olivier Goffard, Sreenivasa Rao Jammalamadaka

Publication date: 30 September 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-022-00276-6

zbMATH Keywords

Laplace transformgoodness-of-fit testscompound distributionsKatz family

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

A goodness-of-fit test for the compound Poisson exponential model

Uses Software

• CASdatasets
• GitHub

Cites Work

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