Testing for a class of bivariate exponential distributions

DOI10.1080/00207160.2013.867956MaRDI QIDQ3451390zbMATH OpenOpenAlexFDO

Authors V. Alba-Fernández, M. D. Jiménez-Gamero

Publication date 16 November 2015

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2013.867956

zbMATH Keywords

bootstrap distribution estimatorconsistencyempirical characteristic functiongoodness of fitmodelling hydrological dataMoran-Downton distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Bootstrap, jackknife and other resampling methods (62F40) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to environmental and related topics (62P12)

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Cites work

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• Fisher information for downton's bivariate exponential distribution
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• Improved estimation of the correlation coefficient in a bivariate exponential distribution
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• Multivariate empirical characteristic functions
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• Return period of bivariate distributed extreme hydrological events
• Simulation from the bessel distribution with applications
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• The empirical characteristic function and its applications

Cited in

(8)

• The limit distribution of weighted L^2-goodness-of-fit statistics under fixed alternatives, with applications
• Testing for exponential and Marshall-Olkin distributions
• Bilinear form test statistics for extremum estimation
• Discordancy tests for two-parameter exponential samples
• Editorial: New computational and statistical models in science and economics
• Tests for the skewness parameter of two-piece double exponential distribution in the presence of nuisance parameters
• Testing of the Parameters of a Right Truncated Exponential Distribution
• scientific article; zbMATH DE number 5233663 (Why is no real title available?)

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