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

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

Related Items (13)

Simplified Likelihood Based Goodness-of-fit Tests for the Weibull Distribution ⋮ Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study ⋮ On a test of normality based on the empirical moment generating function ⋮ Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method ⋮ Test of fit for Marshall-Olkin distributions with applications ⋮ Unnamed Item ⋮ Tests for generalized exponential laws based on the empirical Mellin transform ⋮ Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan ⋮ Fixed point characterizations of continuous univariate probability distributions and their applications ⋮ A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution ⋮ Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions ⋮ New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring

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