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

DOI10.1080/02331888.2022.2144859OpenAlexW4289549001WikidataQ115551598 ScholiaQ115551598MaRDI QIDQ5880773

Alain Desgagné, Frédéric Ouimet, Pierre Lafaye de Micheaux

Publication date: 6 March 2023

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.02852

zbMATH Keywords

local alternativesRao's score testLagrange multiplier testpower analysistemperature dataasymmetric power distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05)

Related Items (2)

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

Uses Software

• R
• ProbForecastGOP
• lawstat

Cites Work

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