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On distribution-free goodness-of-fit testing of exponentiality

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  • Haywood, John
  • Khmaladze, Estate

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  • Haywood, John & Khmaladze, Estate, 2008. "On distribution-free goodness-of-fit testing of exponentiality," Journal of Econometrics, Elsevier, vol. 143(1), pages 5-18, March.
    • Handle: RePEc:eee:econom:v:143:y:2008:i:1:p:5-18
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    References listed on IDEAS

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    1. Einmahl, J.H.J. & McKeague, I.W., 2002. "Empirical Likelihood based on Hypothesis Testing," Other publications TiSEM 402576fa-8c0e-45e2-a394-8, Tilburg University, School of Economics and Management.
    2. Drăgulescu, Adrian & Yakovenko, Victor M., 2001. "Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 213-221.
    3. Khmaladze, Estate & Brownrigg, Ray & Haywood, John, 2007. "Brittle power: On Roman Emperors and exponential lengths of rule," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1248-1257, July.
    4. Ludwig Baringhaus & Norbert Henze, 1991. "A class of consistent tests for exponentiality based on the empirical Laplace transform," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(3), pages 551-564, September.
    5. Gerard J. van den Berg & Geert Ridder, 1998. "An Empirical Equilibrium Search Model of the Labor Market," Econometrica, Econometric Society, vol. 66(5), pages 1183-1222, September.
    6. repec:adr:anecst:y:1995:i:40:p:04 is not listed on IDEAS
    7. A. Drăgulescu & V.M. Yakovenko, 2001. "Evidence for the exponential distribution of income in the USA," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 20(4), pages 585-589, April.
    8. Norbert Henze & Simos G. Meintanis, 2005. "Recent and classical tests for exponentiality: a partial review with comparisons," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 61(1), pages 29-45, February.
    9. C. W. J. Granger & Zhuanxin Ding, 1995. "Some Properties of Absolute Return: An Alternative Measure of Risk," Annals of Economics and Statistics, GENES, issue 40, pages 67-91.
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    Cited by:

    1. Parker, Thomas, 2010. "A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters," MPRA Paper 22926, University Library of Munich, Germany.
    2. J. S. Allison & L. Santana & N. Smit & I. J. H. Visagie, 2017. "An ‘apples to apples’ comparison of various tests for exponentiality," Computational Statistics, Springer, vol. 32(4), pages 1241-1283, December.

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