On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests
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Publication:5222283
DOI10.1080/00949655.2014.968781OpenAlexW1967453742MaRDI QIDQ5222283FDOQ5222283
Authors: James Allison, L. Santana 
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2014.968781
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bootstrappowergoodness-of-fit testsexponential distributionempirical characteristic functiontuning parameter
Cites Work
- Recent and classical tests for exponentiality: a partial review with comparisons
- A class of consistent tests for exponentiality based on the empirical Laplace transform
- A new flexible class of omnibus tests for exponentiality
- Tests of Fit for Exponentiality based on the Empirical Laplace Transform
- A test for normality based on the empirical characteristic function
- Title not available (Why is that?)
- GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION
- Use of mean residual life in testing departures from exponentiality
- The probability weighted characteristic function and goodness-of-fit testing
- Title not available (Why is that?)
- A generalized Hollander-Proschan type test for NBUE alternatives
- Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function
- New tests for exponentiality against new better than used inpth quantile
Cited In (22)
- Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function
- Inferential procedures based on the integrated empirical characteristic function
- An `apples to apples' comparison of various tests for exponentiality
- On combining the zero bias transform and the empirical characteristic function to test normality
- Minimum Lq‐distance estimators for non‐normalized parametric models
- A new test of multivariate normality by a double estimation in a characterizing PDE
- A Monte Carlo evaluation of the performance of two new tests for symmetry
- Testing semiparametric model-equivalence hypotheses based on the characteristic function
- A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
- Testing normality via a distributional fixed point property in the Stein characterization
- Goodness-of-fit tests based on the min-characteristic function
- Tests for circular symmetry of complex-valued random vectors
- New L2-type exponentiality tests
- Fixed point characterizations of continuous univariate probability distributions and their applications
- New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
- Logistic or not Logistic?
- Title not available (Why is that?)
- The \(p\) value line: a way to choose the tuning constant in tests based on the Huber M-estimator
- On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
- A new characterization of the Gamma distribution and associated goodness-of-fit tests
- Goodness-of-fit procedures for compound distributions with an application to insurance
- New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring
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