Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach
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Bibliographic InfoArticle provided by Springer in its journal TEST.
Volume (Year): 17 (2008)
Issue (Month): 3 (November)
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Web page: http://www.springerlink.com/link.asp?id=120411
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- 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.
- 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.
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