A wide selection of classical and recent tests for exponentiality are discussed and
compared. The classical procedures include the statistics of Kolmogorov-Smirnov and …

The situation, common in the current literature, is that of a whole family of location-
scale/scale invariant test statistics, indexed by a parameter λ∈ Λ, is available to test the …

Finding the eigenvalues connected to the covariance operator of a centred Hilbert-space
valued Gaussian process is genuinely considered a hard problem in several mathematical …

We propose a data-dependent method for choosing the tuning parameter appearing in
many recently developed goodness-of-fit test statistics. The new method, based on the …

We introduce new consistent and scale-free goodness-of-fit tests for the exponential
distribution based on Puri-Rubin characterization. For the construction of test statistics we …

Pareto distributions are widely used models in economics, finance and actuarial sciences.
As a result, a number of goodness-of-fit tests have been proposed for these distributions in …

The exponential distribution is a popular model both in practice and in theoretical work. As a
result, a multitude of tests based on varied characterisations have been developed for …

We propose two families of tests for the classical goodness-of-fit problem to univariate
normality. The new procedures are based on L^ 2 L 2-distances of the empirical zero-bias …

In this paper, 91 different tests for exponentiality are reviewed. Some of the tests are
universally consistent while others are against some special classes of life distributions …

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 …