Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 57 (2005)
Issue (Month): 1 (March)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Besbeas, Panagiotis & Morgan, Byron J. T., 2001. "Integrated squared error estimation of Cauchy parameters," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 397-401, December.
- Durbin, J., 1973. "Weak convergence of the sample distribution function when parameters are estimated," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Meintanis, Simos & Swanepoel, Jan, 2007. "Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms," Statistics & Probability Letters, Elsevier, vol. 77(10), pages 1004-1013, June.
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