Test of fit for a Laplace distribution against heavier tailed alternatives

DOI10.1016/J.CSDA.2009.10.008MaRDI QIDQ962346zbMATH OpenOpenAlexFDO

Authors Yulia R. Gel

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

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory of statistical distributions (62E10) Parametric hypothesis testing (62F03) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

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Cites work

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• A robust modification of the Jarque-Bera test of normality
• Asymmetric Laplace laws and modeling financial data
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Cited in

(12)

• Testing for the generalized normal-Laplace distribution with applications
• Empirical likelihood ratio-based goodness-of-fit test for the Laplace distribution
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap
• A ratio goodness-of-fit test for the Laplace distribution
• scientific article; zbMATH DE number 5577611 (Why is no real title available?)
• Goodness of fit tests for the skew-Laplace distribution
• On testing uniformity using an information-theoretic measure
• Neyman's C(α) test for the shape parameter of the exponential power class
• Tests of fit for a lognormal distribution
• Inference for the generalized normal Laplace distribution
• Methods to distinguish between polynomial and exponential tails
• A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution

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