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Zapiski Nauchnykh Seminarov POMI, 2009, Volume 368, Pages 268–281 (Mi znsl3517)  
This article is cited in 1 scientific paper (total in 1 paper)

A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function

N. Henzea, S. G. Meintanisb

a Institut fur Stochastik, Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany
b National and Kapodistrian University of Athens, Department of Economics, Athens, Greece
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Abstract: The characteristic function $\varphi(t)$ of an exponentially distributed random variable is characterized by having its squared modulus identically equal to the real part of $\varphi(t)$. We study the behavior of a class of consistent tests for exponentiality based on a weighted integral involving the empirical counterparts of these quantities, corresponding to suitably rescaled data. Bibl. – 25 titles.
Key words and phrases: empirical characteristic function, goodness-of-fit test, test for exponentiality.
Received: 03.10.2009
English version:
Journal of Mathematical Sciences (New York), 2010, Volume 167, Issue 4, Pages 588–595
DOI: https://doi.org/10.1007/s10958-010-9946-5
Bibliographic databases:
Document Type: Article
UDC: 519
Language: English
Citation: N. Henze, S. G. Meintanis, “A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function”, Probability and statistics. Part 15, Zap. Nauchn. Sem. POMI, 368, POMI, St. Petersburg, 2009, 268–281; J. Math. Sci. (N. Y.), 167:4 (2010), 588–595
Citation in format AMSBIB
\Bibitem{HenMei09}
\by N.~Henze, S.~G.~Meintanis
\paper A characterization and a~class of omnibus tests for the exponential distribution based on the empirical characteristic function
\inbook Probability and statistics. Part~15
\serial Zap. Nauchn. Sem. POMI
\yr 2009
\vol 368
\pages 268--281
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3517}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2010
\vol 167
\issue 4
\pages 588--595
\crossref{https://doi.org/10.1007/s10958-010-9946-5}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-77953917169}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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