scientific article; zbMATH DE number 5577611

MaRDI QIDQ3637595zbMATH OpenFDO

Authors Simos G. Meintanis, Konstantinos Fragiadakis

Publication date 13 July 2009

Full work available at URL http://www.scientificadvances.org/journals3P5.htm

zbMATH Keywords

characteristic functionmaximum likelihood estimationgoodness-of-fit testquantitative financeskew Laplace distributioncurrency exchange data

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(7)

• On entropy-based goodness-of-fit test for asymmetric Student-\(t\) and exponential power distributions
• Inequalities for the Fisher’s Information Measures
• Tests of fit for the asymmetric Laplace distribution
• Expected distances and goodness-of-fit for the asymmetric Laplace distribution
• Goodness-of-fit tests for multivariate Laplace distributions
• Testing for the generalized normal-Laplace distribution with applications
• Fitting probability distributions to economic growth: a maximum likelihood approach

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