Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates
DOI10.1080/00949655.2011.590287zbMath1431.62052MaRDI QIDQ4925441
Maciej Augustyniak, Louis G. Doray
Publication date: 12 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.590287
parameter estimation; empirical characteristic function; gamma distribution; Laplace distribution; goodness of fit; symmetric distribution; test of symmetry; normality test; quadratic distance; leptokurtic distribution; double gamma difference
62F12: Asymptotic properties of parametric estimators
62G10: Nonparametric hypothesis testing
62E20: Asymptotic distribution theory in statistics
62F10: Point estimation
62E15: Exact distribution theory in statistics
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