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math.ST2021
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution
Bruno Ebner, Lena Eid, Bernhard Klar
We introduce a new characterization of the Cauchy distribution and propose a class of goodness-of-fit tests to the Cauchy family. The limit distribution is derived in a Hilbert spa…
math.ST2019
Expectile based measures of skewness
Andreas Eberl, Bernhard Klar
In the literature, quite a few measures have been proposed for quantifying the deviation of a probability distribution from symmetry. The most popular of these skewness measures ar…