Goodness-of-fit tests for the hyperbolic distribution

DOI10.2307/3316079zbMath0976.62038OpenAlexW1966418188WikidataQ61927816 ScholiaQ61927816MaRDI QIDQ2747879

Pedro Puig, Michael A. Stephens

Publication date: 18 November 2001

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/39cbff5b61e6f96f99098715cf2f16caa1a06bf0

zbMATH Keywords

Cramer-von Mises statisticsEDF testsstock market prices

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (4)

Hyperbolic measures on infinite dimensional spaces ⋮ Assessing the goodness-of-fit of statistical distributions when data are grouped ⋮ Tests of fit for normal inverse Gaussian distributions ⋮ Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data

Cites Work

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• Random fluctuations of response rate
• Asymptotic results for goodness-of-fit statistics with unknown parameters
• Hyperbolic distributions in finance
• The Two-Dimensional Hyperbolic Distribution and Related Distributions, with an Application to Johannsen's Bean Data
• Tests of Fit for the Laplace Distribution, with Applications
• Statistics of Particle Size Data
• Computing the distribution of quadratic forms in normal variables

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