Test of fit for a Laplace distribution against heavier tailed alternatives
From MaRDI portal
Publication:962346
DOI10.1016/j.csda.2009.10.008zbMath1464.62079OpenAlexW2086405403MaRDI QIDQ962346
Publication date: 6 April 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.10.008
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric hypothesis testing (62F03) Characterization and structure theory of statistical distributions (62E10)
Related Items
A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution ⋮ A ratio goodness-of-fit test for the Laplace distribution ⋮ Neyman's C(α) test for the shape parameter of the exponential power class ⋮ On testing uniformity using an information-theoretic measure ⋮ Tests of fit for a lognormal distribution ⋮ Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap ⋮ Methods to Distinguish Between Polynomial and Exponential Tails
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the controversy over tailweight of distributions.
- Statistical properties of a measure of tax assessment uniformity
- Some generalizations of the Laplace distribution
- Unconditional and conditional distributional models for the Nikkei index
- Comparison of some tests of fit for the Laplace distribution
- Limit theorems for the median deviation
- Processes of normal inverse Gaussian type
- Asymmetric Laplace laws and modeling financial data
- A robust modification of the Jarque-Bera test of normality
- Testing the information matrix equality with robust estimators
- A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function
- Modified goodness-of-fit test for the laplace distribution
- Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
- The Simulation of Generalized Inverse Gaussian and Hyperbolic Random Variables
- A Primer on Statistical Distributions
- Tests of Fit for the Laplace Distribution, with Applications
- Understanding Elongation: The Scale Contaminated Normal Family
- Testing goodness-of-fit for Laplace distribution based on maximum entropy