5 papers · 1 filter
A new omnibus test of fit based on a characterisation of the uniform distribution
Bruno Ebner, Shawn Liebenberg, Jaco Visagie
In this paper, we revisit the classical goodness-of-fit problems for univariate distributions; we propose a new testing procedure based on a characterisation of the uniform distrib…
On a new test of fit to the beta distribution
Bruno Ebner, Shawn C. Liebenberg
We propose a new -type goodness-of-fit test for the family of beta distributions based on a conditional moment characterisation. The asymptotic null distribution is identified…
Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces
Philip Dörr, Bruno Ebner, Norbert Henze
We study a novel class of affine invariant and consistent tests for normality in any dimension. The tests are based on a characterization of the standard -variate normal distrib…
A new characterization of the Gamma distribution and associated goodness of fit tests
Steffen Betsch, Bruno Ebner
We propose a class of weighted -type tests of fit to the Gamma distribution. Our novel procedure is based on a fixed point property of a new transformation connected to a Stei…
Testing normality via a distributional fixed point property in the Stein characterization
Steffen Betsch, Bruno Ebner
We propose two families of tests for the classical goodness-of-fit problem to univariate normality. The new procedures are based on -distances of the empirical zero-bias trans…