Goodness-of-fit tests for the hyperbolic distribution

Pedro Puig, Michael A. Stephens

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Abstract

The authors give tests of fit for the hyperbolic distribution, based on the Cramér-von Mises statistic W2. They consider the general case with four parameters unknown, and some specific cases where one or two parameters are fixed. They give two examples using stock price data.
Original languageEnglish
Pages (from-to)309-320
JournalCanadian Journal of Statistics
Volume29
Issue number2
DOIs
Publication statusPublished - 1 Jan 2001

Keywords

  • Cramér-von mises statistic
  • EDF tests
  • Stock market prices

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