scientific article; zbMATH DE number 5577611
zbMATH Open1166.62028MaRDI QIDQ3637595FDOQ3637595
Authors: Simos G. Meintanis, Konstantinos Fragiadakis
Publication date: 13 July 2009
Full work available at URL: http://www.scientificadvances.org/journals3P5.htm
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characteristic functionmaximum likelihood estimationgoodness-of-fit testquantitative financeskew Laplace distributioncurrency exchange data
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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- On entropy-based goodness-of-fit test for asymmetric Student-\(t\) and exponential power distributions
- Inequalities for the Fisher’s Information Measures
- Fitting probability distributions to economic growth: a maximum likelihood approach
- Expected distances and goodness-of-fit for the asymmetric Laplace distribution
- Tests of fit for the asymmetric Laplace distribution
- Testing for the generalized normal-Laplace distribution with applications
- Goodness-of-fit tests for multivariate Laplace distributions
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