Tests of Fit for Wrapped Stable Distributions Based on the Characteristic Function

Author:

Meintanis Simos G.,Jammalamadaka S. Rao,Jin Qianyu

Publisher

Springer International Publishing

Reference16 articles.

1. Allison, J., Santana, L.: On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests. J. Statist. Comput. Simul. 85, 3276–3288 (2015)

2. Beran, R.J.: Asymptotic theory of a class of tests for uniformity of a circular distribution. Ann. Math. Stat. 40, 1196–1206 (1969)

3. Csörgő, S.: Testing for stability. In: Revesz, P., et al. (eds.) Goodness-of-fit, Colloquia Mathematica Societatis Janos Bolyai, vol. 45, pp. 101–132. North Hollad, Amsterdam (1987)

4. Epps, T.W.: Characteristic functions and their empirical counterparts: Geometric interpretations and applications to statistical inference. Am. Stat. 47, 33–38 (1993)

5. Feuerverger, A., Mureika, R.: The empirical characteristic function and its applications. Ann. Stat. 5, 88–97 (1977)

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