Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
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Cites work
- scientific article; zbMATH DE number 3581570 (Why is no real title available?)
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- scientific article; zbMATH DE number 957960 (Why is no real title available?)
- Approximation Theorems of Mathematical Statistics
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
- Integrated squared error estimation of Cauchy parameters
- Kernel-transformed empirical processes
- On the unimodality of the likelihood for the Cauchy distribution
- Weak convergence of the sample distribution function when parameters are estimated
Cited in
(35)- The probability weighted characteristic function and goodness-of-fit testing
- Two criteria of goodness-of-fit for Cauchy distribution based on characterizations
- A comparison of alternative approaches to supremum-norm goodness-of-fit tests with estimated parameters
- Fast goodness-of-fit tests based on the characteristic function
- Normality Test Based on a Truncated Mean Characterization
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
- Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
- A class of goodness-of-fit tests based on transformation
- Integrated squared error estimation of Cauchy parameters
- Approximating a class of goodness-of-fit test statistics
- On the empirical characteristic function process of the residuals in GARCH models and applications
- Nonlocal myriad filters for Cauchy noise removal
- Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
- Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates
- Tests for generalized exponential laws based on the empirical Mellin transform
- Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution
- scientific article; zbMATH DE number 2075217 (Why is no real title available?)
- Goodness-of-fit test for Cauchy distribution derived from the empirical characteristic function
- Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
- Inference for the generalized normal Laplace distribution
- Fourier methods for model selection
- A goodness of fit test for normality based on the empirical moment generating function
- Testing for the symmetric component in skew distributions
- Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
- Hodges-Lehmann scale estimator for Cauchy distribution
- scientific article; zbMATH DE number 1747142 (Why is no real title available?)
- The compound truncated Poisson Cauchy model: a descriptor for multimodal data
- Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
- Omnibus tests for the error distribution in the linear regression model
- The characteristic function of the discrete Cauchy distribution in memory of T. Cacoullos
- Energy statistics: a class of statistics based on distances
- Stationarity testing under nonlinear models. Some asymptotic results
- A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function
- An approximation to the null distribution of a class of Cramér-von Mises statistics
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