Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
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- Besbeas, Panagiotis & Morgan, Byron J. T., 2001. "Integrated squared error estimation of Cauchy parameters," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 397-401, December.
- Nora Gürtler & Norbert Henze, 2000. "Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 267-286, June.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2003-06-19 (Econometrics)
- NEP-IFN-2003-07-21 (International Finance)
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