Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions

DOI10.1007/BF02595411zbMATH Open1087.62113MaRDI QIDQ820207FDOQ820207

Publication date: 6 April 2006

Published in: Test (Search for Journal in Brave)

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Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05) Statistics of extreme values; tail inference (62G32) Testing in survival analysis and censored data (62N03)

Cites Work

Asymptotic Statistics
Spherical harmonics in quadratic forms for testing multivariate normality
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A men goodness-of-fit test for the two-parameter wetbull or extreme-value distribution with unknown parameters
A consistent correlation-type goodness-of-fit test;with application to the two-parameter weibull distribution
On goodness-of-fit tests for the two-parameter Weibull distribution derived from the stabilized probability plot
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Cited In (29)

Comparison of location models of Weibull type samples and extreme value processes
The empirical moment process in testing for the generalized two-sided power distribution
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Goodness-of-fit tests for bivariate and multivariate skew-normal distributions
Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform
Simplified likelihood based goodness-of-fit tests for the Weibull distribution
On a test of normality based on the empirical moment generating function
A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution
Tests for generalized exponential laws based on the empirical Mellin transform
Maximum log-likelihood ratio test for a change in three parameter Weibull distribution
Determining the distribution of fitness effects using a generalized beta-Burr distribution
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Title not available (Why is that?)
A discrimination test for tails of Weibull-type distributions
Goodness-of-fit testing for Weibull-type behavior
Goodness-of-fit tests based on the min-characteristic function
Record events attribution in climate studies
Test of fit for Marshall-Olkin distributions with applications
Fixed point characterizations of continuous univariate probability distributions and their applications
Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study
Tabular aids for fitting weibull moment estimates
Review of testing issues in extremes: in honor of Professor Laurens de Haan
Empirical approximations for Hoeffding's test of bivariate independence using two Weibull extensions
A new test for the extreme value distribution
Correlation-type goodness of fit test for extreme value distribution based on simultaneous closeness
New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method

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