On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests

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Cites work

scientific article; zbMATH DE number 3938216 (Why is no real title available?)
A class of consistent tests for exponentiality based on the empirical Laplace transform
A different view on evaluating the performance of bootstrap critical values
A generalized Hollander-Proschan type test for NBUE alternatives
A new flexible class of omnibus tests for exponentiality
A test for normality based on the empirical characteristic function
GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION
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
Recent and classical tests for exponentiality: a partial review with comparisons
Tests of Fit for Exponentiality based on the Empirical Laplace Transform
The probability weighted characteristic function and goodness-of-fit testing
Use of mean residual life in testing departures from exponentiality

Cited in

(22)

New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring
An `apples to apples' comparison of various tests for exponentiality
New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
Goodness-of-fit tests based on the min-characteristic function
Tests for circular symmetry of complex-valued random vectors
Inferential procedures based on the integrated empirical characteristic function
The \(p\) value line: a way to choose the tuning constant in tests based on the Huber M-estimator
Logistic or not Logistic?
A new characterization of the Gamma distribution and associated goodness-of-fit tests
Minimum L^q‐distance estimators for non‐normalized parametric models
Goodness-of-fit procedures for compound distributions with an application to insurance
Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function
On combining the zero bias transform and the empirical characteristic function to test normality
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
New \(L^2\)-type exponentiality tests
On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests
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
scientific article; zbMATH DE number 1779829 (Why is no real title available?)
Fixed point characterizations of continuous univariate probability distributions and their applications
Testing semiparametric model-equivalence hypotheses based on the characteristic function

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