A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function

DOI10.1081/STA-120028735zbMATH Open1066.62049MaRDI QIDQ3155306FDOQ3155306

Authors:

Publication date: 14 January 2005

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

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zbMATH Keywords

smooth tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Cites Work

• Testing for independence by the empirical characteristic function
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• A new approach to the BHEP tests for multivariate normality
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• Testing for stability based on the empirical characteristic funstion with applications to financial data
• Selected Topics in Characteristic Functions
• Modified goodness-of-fit test for the laplace distribution
• Title not available (Why is that?)
• Tests of Fit for the Laplace Distribution, with Applications
• GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION
• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• A consistent modification of a test for independence based on the empirical characteristic function
• A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES¹
• Testing for linearity

Cited In (23)

• Modified goodness-of-fit test for the laplace distribution
• The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
• Goodness-of-fit tests based on correcting moments of entropy estimators
• Specification tests for the error distribution in GARCH models
• Testing exponentiality based on characterizations of the exponential distribution
• Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
• A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution
• Tests of Fit for the Laplace Distribution, with Applications
• Binned goodness-of-fit tests based on the empirical characteristic function
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
• Testing goodness-of-fit for Laplace distribution based on maximum entropy
• A ratio goodness-of-fit test for the Laplace distribution
• Frequentist-Bayes lack-of-fit tests based on Laplace approximations
• Test of fit for a Laplace distribution against heavier tailed alternatives
• Comparison of some tests of fit for the Laplace distribution
• Omnibus tests for the error distribution in the linear regression model
• New measure of the bivariate asymmetry
• On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
• General treatment of goodness-of-fit tests based on Kullback-Leibler information
• A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function
• Goodness-of-fit tests for multivariate Laplace distributions
• Tests for validity of the semiparametric heteroskedastic transformation model
• An omnibus test for the two-sample problem using the empirical characteristic function

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