A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution

DOI10.1080/00949655.2022.2082428MaRDI QIDQ5879908zbMATH OpenOpenAlexFDO

Authors Alain Desgagné, Pierre Lafaye de Micheaux, Frédéric Ouimet

Publication date 7 March 2023

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.06154

zbMATH Keywords

goodness-of-fit testssymmetric distributionsLaplace distributionheavy-tailed distributionsMonte Carlo simulationspower comparisondouble exponential

Mathematics Subject Classification ID

Statistics (62-XX) Parametric hypothesis testing (62F03)

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• Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis

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