Statistical distances, divergences, and similar quantities have an extensive history and play
an important role in the statistical and related scientific literature. This role shows up in …

A class of goodness-of-fit tests based on the empirical characteristic function is studied. They
can be applied to continuous as well as to discrete or mixed data with any arbitrary fixed …

Editorial: Advances in Mixture Models: Computational Statistics & Data Analysis: Vol 51, No 11
skip to main content ACM Digital Library home ACM home Google, Inc. (search) Advanced …

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 …

A class of goodness-of-fit tests whose test statistic is an L 2 norm of the difference of the
empirical characteristic function of the sample and a parametric estimate of the characteristic …

Recently a power study of some popular tests for bivariate independence based on ranks
has been conducted. An alternative class of tests appropriate for testing not only bivariate …

In this paper, mixture of Normal distributions is proposed to accommodate the non-normality
and asymmetry characteristics of financial time series data as found in the distribution of …

We propose new classes of tests for the Pareto type I distribution using the empirical
characteristic function. These tests are UU and VV statistics based on a characterization of …

Lévy processes have been receiving increasing attention in financial modeling. One
distinctive feature of such models is that their characteristic functions are readily available …

We develop two new classes of tests for the Weibull distribution based on Stein's method.
The proposed tests are applied in the full sample case as well as in the presence of random …