A K-S type test for exponentiality based on empirical Hankel transforms
From MaRDI portal
Publication:2864693
DOI10.1080/03610926.2011.639003zbMATH Open1462.62260OpenAlexW2318923505MaRDI QIDQ2864693FDOQ2864693
Authors: Ludwig Baringhaus, Fatemeh Taherizadeh 
Publication date: 26 November 2013
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.639003
Recommendations
Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Confidence sets for a multivariate distribution
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stochastic Comparison of Tests
- Empirical Hankel transforms and its applications to goodness-of-fit tests
- Title not available (Why is that?)
- An approach to testing the goodness of fit of incompletely specified distributions
- A note on Srinivasan's goodness-of-fit test
Cited In (9)
- Empirical Hankel transforms and its applications to goodness-of-fit tests
- Testing exponentiality using mean residual quantile function
- 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
- A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
- Large deviations for sums of bounded functions of a normalized sample under gamma distribution
- A review of tests for exponentiality with Monte Carlo comparisons
- Cramér–von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation
This page was built for publication: A K-S type test for exponentiality based on empirical Hankel transforms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2864693)
