Exact confidence sets and goodness-of-fit methods for stable distributions
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Publication:2451779
DOI10.1016/j.jeconom.2014.02.003zbMath1311.62066OpenAlexW1999647447MaRDI QIDQ2451779
Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf
Publication date: 4 June 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.02.003
asymmetrygoodness-of-fitskewnessMonte Carlo teststable distributiontail parameterspecification testexact testelectricity price
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)
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