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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Related Items

A note on gamma difference distributions, Smooth backfitting for errors-in-variables additive models, Smooth backfitting for errors-in-variables varying coefficient regression models

Cites Work

• Inference for the positive stable laws based on a special quadratic distance
• Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
• The empirical characteristic function and its applications
• General quadratic distance methods for discrete distributions definable recursively.
• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• A Modified Sign Test for Symmetry
• Empirical Characteristic Function Estimation and Its Applications
• Improved likelihood inference for the shape parameter in Weibull regression
• Maximum likelihood parameter estimation in the three-parameter gamma distribution with the use of Mathematica
• Minimum-distance methods based on quadratic distances for transforms
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• The Influence Curve and Its Role in Robust Estimation
• The estimation of the parameters of the stable laws
• Hybrid test for the hypothesis of symmetry
• The beta generalized exponential distribution
• Linear Statistical Inference and its Applications
• Tests for Symmetry Based on the One-Sample Wilcoxon Signed Rank Statistic
• A modified runs test for symmetry
• Unnamed Item
• Unnamed Item
• Unnamed Item