Zapiski Nauchnykh Seminarov POMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

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
Full-text PDF (580 kB) Citations (1)
References:
PDF
HTML
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}
Linking options:
  • https://www.mathnet.ru/eng/znsl3517
  • https://www.mathnet.ru/eng/znsl/v368/p268
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:233
    Full-text PDF :78
    References:32
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024