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Volumn 67, Issue 3, 2005, Pages 538-552

Goodness-of-fit tests for additively closed count models with an application to the generalized Hermite distribution

Author keywords

Bootstrap test; Empirical probability generating function; Poisson distribution

Indexed keywords


EID: 33645461653     PISSN: 09727671     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (14)

References (16)
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  • 4
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    • Recent and classical goodness-of-fit tests for the Poisson distribution
    • GÜRTLER, N. and HENZE, N. (2000a). Recent and classical goodness-of-fit tests for the Poisson distribution. J. Statist. Plann. Inference, 90, 207-225.
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  • 5
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  • 6
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    • Maki, E.1    McDunnough, P.2
  • 7
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    • Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
    • MATSUI, M. and TAKEMURA, A. (2005). Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE. Ann. Inst. Statist. Math., 57, 183-199.
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  • 8
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  • 9
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  • 11
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    • Characterizing additively closed discrete models by a property of their maximum likelihood estimators, with an application to generalized Hermite distributions
    • PUIG, P. (2003). Characterizing additively closed discrete models by a property of their maximum likelihood estimators, with an application to generalized Hermite distributions. J. Amer. Statist. Assoc., 98, 687-692.
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  • 12
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    • Goodness of fit tests for the Poisson distribution based on the probability generating function
    • RUEDA, R., PÉREZ-ABREU, V. and O'REILLY, F. (1991). Goodness of fit tests for the Poisson distribution based on the probability generating function. Commun. Statist. Theor. Methods, 20, 3093-3110.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.