Goodness-of-Fit Tests for Symmetric Stable Distributions - Empirical Characteristic Function Approach
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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.
- 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.
- Nora Gürtler & Norbert Henze, 2000. "Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 267-286, June.
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- Muneya Matsui & Akimichi Takemura, 2008. "Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(3), pages 546-566, November.
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