A K-S type test for exponentiality based on empirical Hankel transforms
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Publication:2864693
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Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 51414 (Why is no real title available?)
- A note on Srinivasan's goodness-of-fit test
- An approach to testing the goodness of fit of incompletely specified distributions
- Confidence sets for a multivariate distribution
- Empirical Hankel transforms and its applications to goodness-of-fit tests
- Stochastic Comparison of Tests
- Weak convergence and empirical processes. With applications to statistics
Cited in
(9)- Integral transform methods in goodness-of-fit testing. I: The gamma distributions
- Two-sample tests based on empirical Hankel transforms
- Integral transform methods in goodness-of-fit testing. II: The Wishart distributions
- Cramér-von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation
- A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
- Empirical Hankel transforms and its applications to goodness-of-fit tests
- A review of tests for exponentiality with Monte Carlo comparisons
- Large deviations for sums of bounded functions of a normalized sample under gamma distribution
- Testing exponentiality using mean residual quantile function
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