Consistent tests for symmetric stability with finite mean based on the empirical characteristic function

DOI10.1016/j.jspi.2003.12.009zbMath1087.62059MaRDI QIDQ707048

D. Kharzeev

Publication date: 9 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.12.009

zbMATH Keywords

Stable distribution; Goodness-of-fit test; Symmetric distribution

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference