Testing for the generalized normal-Laplace distribution with applications
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Publication:2445771
DOI10.1016/j.csda.2009.05.015zbMath1284.62132OpenAlexW2003109535MaRDI QIDQ2445771
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.05.015
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Related Items (4)
Inference for the Generalized Normal Laplace Distribution ⋮ The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications ⋮ Special issue on variable selection and robust procedures ⋮ On testing the log-gamma distribution hypothesis by bootstrap
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- Estimating GARCH models: when to use what?
- On the empirical saddlepoint approximation
- Tests of Fit for Exponentiality based on the Empirical Laplace Transform
- Fitting the variance-gamma model to financial data
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