Neyman's C(α) test for the shape parameter of the exponential power class

Cites Work

Julia: a fresh approach to numerical computing
Asymptotic Statistics
Testing Statistical Hypotheses
Properties and estimation of asymmetric exponential power distribution
Maximum likelihood estimation for the exponential power function parameters
A multivariate generalization of the power exponential family of distributions
Improving generalised estimating equations using quadratic inference functions
Measures of multivariate skewness and kurtosis with applications
A new test of multivariate normality by a double estimation in a characterizing PDE
On Large-Sample Estimation and Testing in Parametric Models
Asymptotic optimal inference for a class of nonlinear time series models
Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution
On the geometry of multivariate generalized Gaussian models
Maximum likelihood estimation of asymmetric Laplace parameters
Tests of Fit for the Laplace Distribution, with Applications
Test of fit for a Laplace distribution against heavier tailed alternatives
Empirical likelihood ratio-based goodness-of-fit test for the Laplace distribution
Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference
Local asymptotic normality for long-memory process with strong mixing noises
Objective Bayesian analysis for exponential power regression models
A further look at robustness via Bayes's theorem
A robust sequential Bayesian method for identification of differentially expressed genes
Optimal detection of Fechner-asymmetry
A class of optimal tests for symmetry based on local Edgeworth approximations
A COMMENT ON LOCALLY MOST POWERFUL TESTS IN THE PRESENCE OF NUISANCE PARAMETERS
Asymptotically uniformly most powerful tests in parametric and semiparametric models
On asymptotically optimal tests of composite hypotheses
Neyman's \({\mathrm C}(\alpha)\) test for unobserved heterogeneity
A powerful and interpretable alternative to the Jarque-Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family
How Fat‐Tailed is <scp>US</scp> Output Growth?
A generalized error distribution copula-based method for portfolios risk assessment

Cited In (1)

An asymptotic derivation of Neyman's \(C(\alpha)\) test

Uses Software

R
RandomFields
Julia

This page was built for publication: Neyman's C(α) test for the shape parameter of the exponential power class

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5086074)