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

goodness-of-fit tests symmetric distributions Laplace distribution heavy-tailed distributions Monte Carlo simulations power comparison double exponential

Mathematics Subject Classification ID

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

Cites Work

Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis
The empirical characteristic function and its applications
Title not available (Why is that?)
Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy
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Markov Processes and the H-Theorem
More Light on the Kurtosis and Related Statistics
The sinh-arcsinhed logistic family of distributions: properties and inference
Expected distances and goodness-of-fit for the asymmetric Laplace distribution
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Comparison of some tests of fit for the Laplace distribution
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A ratio goodness-of-fit test for the Laplace distribution
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
Powerful Goodness-of-fit Tests Based on the Likelihood Ratio
Goodness of Fit via Non-parametric Likelihood Ratios
Two measures of sample entropy
A new estimator of entropy
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A new estimator of entropy
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An empirical power comparison of univariate goodness-of-fit tests for normality
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A new estimator of Kullback–Leibler information and its application in goodness of fit tests
General treatment of goodness-of-fit tests based on Kullback–Leibler information
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Testing Exponentiality Based on Type II Censored Data and a New cdf Estimator
An Iterative Procedure for Estimating the Mode
Entropy estimation and goodness-of-fit tests for the inverse Gaussian and Laplace distributions using paired ranked set sampling
Tests of goodness of fit based on Phi-divergence
A test for uniformity based on informational energy
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
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Tests for the skewness parameter of two-piece double exponential distribution in the presence of nuisance parameters
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Cited In (1)

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

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