Test of fit for Marshall–Olkin distributions with applications

SG Meintanis - Journal of Statistical Planning and inference, 2007 - Elsevier
Marshall and Olkin [1967. A multivariate exponential distribution. J. Amer. Statist. Assoc. 62,
30–44], introduced a bivariate distribution with exponential marginals, which generalizes the …

A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance

Ž Lukić, B Milošević - Annals of the Institute of Statistical Mathematics, 2024 - Springer
This paper introduces a novel two-sample test for a broad class of orthogonally invariant
positive definite symmetric matrix distributions. Our test is the first of its kind, and we derive …

Application of the new extended Topp-Leone distribution to complete and censored data

VZ Nyamajiwa, RR Musekwa… - Revista Colombiana de …, 2024 - search.proquest.com
One of the most important applications of statistical models is in analyzing survival data. In
this study, we developed the Gamma Type Two Half Logistic Topp-Leone-G model using the …

The limit distribution of weighted -goodness-of-fit statistics under fixed alternatives, with applications

L Baringhaus, B Ebner, N Henze - Annals of the Institute of Statistical …, 2017 - Springer
We present a general result on the limit distribution of weighted one-and two-sample L^ 2 L
2-goodness-of-fit test statistics of some hypothesis H_0 H 0 under fixed alternatives …

On testing the adequacy of the inverse Gaussian distribution

JS Allison, S Betsch, B Ebner, J Visagie - Mathematics, 2022 - mdpi.com
We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution based
on a characterization of the cumulative distribution function (CDF). The new tests are of …

Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform

N Henze, SG Meintanis, B Ebner - Communications in Statistics …, 2012 - Taylor & Francis
We propose a class of goodness-of-fit tests for the gamma distribution that utilizes the
empirical Laplace transform. The consistency of the tests as well as their asymptotic …

Fixed point characterizations of continuous univariate probability distributions and their applications

S Betsch, B Ebner - Annals of the Institute of Statistical Mathematics, 2021 - Springer
By extrapolating the explicit formula of the zero-bias distribution occurring in the context of
Stein's method, we construct characterization identities for a large class of absolutely …

A new estimator of Kullback–Leibler information and its application in goodness of fit tests

H Alizadeh Noughabi - Journal of Statistical Computation and …, 2019 - Taylor & Francis
We propose here a general statistic for the goodness of fit test of statistical distributions. The
proposed statistic is constructed based on an estimate of Kullback–Leibler information. The …

Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms

S Meintanis, J Swanepoel - Statistics & probability letters, 2007 - Elsevier
Several test statistics have been proposed recently which employ a weighted distance that
depends on an empirical transform, as well as on estimated parameters. The empirical …

New class of exponentiality tests based on U-empirical Laplace transform

B Milošević, M Obradović - Statistical Papers, 2016 - Springer
In this paper, a new class of goodness of fit tests for exponential distribution is proposed.
The tests use the equidistribution characterizations of exponential distribution. Based on the …