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Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function

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Author Info
Nora Gürtler
Norbert Henze
Abstract

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File URL: http://hdl.handle.net/10.1023/A:1004113805623
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Publisher Info
Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

Volume (Year): 52 (2000)
Issue (Month): 2 (June)
Pages: 267-286
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Handle: RePEc:spr:aistmt:v:52:y:2000:i:2:p:267-286

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Related research
Keywords: Goodness-of-fit test; Cauchy distribution; empirical characteristic function; kernel transformed empirical process; stable distribution; uniformly most powerful invariant test;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Henze, Norbert & Wagner, Thorsten, 1997. "A New Approach to the BHEP Tests for Multivariate Normality," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 1-23, July. [Downloadable!] (restricted)
  2. Ludwig Baringhaus & Norbert Henze, 1991. "A class of consistent tests for exponentiality based on the empirical Laplace transform," Annals of the Institute of Statistical Mathematics, Springer, vol. 43(3), pages 551-564, September. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Liangjun Su & Halbert White, 2003. "A Consistent Characteristic-Fuction-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series 2003-11, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:
  2. Muneya Matsui & Akimichi Takemura, 2003. "Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE," CIRJE F-Series CIRJE-F-226, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  3. Muneya Matsui & Akimichi Takemura, 2005. "Goodness-of-Fit Tests for Symmetric Stable Distributions - Empirical Characteristic Function Approach," CIRJE F-Series CIRJE-F-384, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  4. Liangjun Su & Halbert White, 2004. "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series 2003-14, Department of Economics, UC San Diego. [Downloadable!]
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