Pages that link to "Item:Q3957801"
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The following pages link to A test of separate families of distributions based on the empirical moment generating function (Q3957801):
Displaying 22 items.
- Testing normality: a GMM approach (Q261889) (← links)
- Empirical probability generating function. An overview (Q689570) (← links)
- A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function (Q997278) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Variable selection and transformation in linear regression models (Q1779679) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- On a test of normality based on the empirical moment generating function (Q2175636) (← links)
- Testing skew normality via the moment generating function (Q2437885) (← links)
- Test of fit for Marshall-Olkin distributions with applications (Q2455417) (← links)
- Extremes of normed empirical moment generating function processes (Q2488434) (← links)
- Nonparametric recursive method for moment generating function kernel-type estimators (Q2667626) (← links)
- A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY (Q2976208) (← links)
- Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions (Q3103148) (← links)
- Estimation of the Moment Generating Function (Q3471443) (← links)
- A Goodness of Fit Test for Normality Based on the Empirical Moment Generating Function (Q3590005) (← links)
- An omnibus test for the two-sample problem using the empirical characteristic function (Q3749937) (← links)
- Combining monte carlo and cox tests of non-nested hypotheses (Q4275704) (← links)
- Estimation in the three-parameter gamma distribution based on the empirical moment generation function (Q4361986) (← links)
- Goodness of fit tests for discrete distributions (Q4728030) (← links)
- Tests of fit for a lognormal distribution (Q5222327) (← links)
- Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)
- Fourier methods for model selection (Q5963705) (← links)