A goodness-of-fit test for generalized error distribution
DOI10.1080/03610926.2016.1271426zbMATH Open1384.62043OpenAlexW2740409709MaRDI QIDQ4605232FDOQ4605232
Authors: Daniele Coin
Publication date: 21 February 2018
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://www.bancaditalia.it/pubblicazioni/temi-discussione/2017/2017-1096/en_tema_1096.pdf
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Exact distribution theory in statistics (62E15) Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Conditional Heteroskedasticity in Asset Returns: A New Approach
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- An analysis of variance test for normality (complete samples)
- A Test of Goodness of Fit
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- A method to estimate power parameter in exponential power distribution via polynomial regression
Cited In (2)
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