Talks and Poster Presentations (with Proceedings-Entry):
T. Holynski:
"Goodness-of-fit test for (log-) normality based on a derivative property of the log-normal Laplace transform";
Talk: GOFCP 2019 - 4th Workshop on Goodness-of-Fit and Change-Point Problems,
University Trento, Italy (invited);
08-06-2019
- 08-08-2019; in: "GOFCP 2019 - 4th Workshop on Goodness-of-Fit, Change-Point an Related Problems",
(2019),
33
- 34.
English abstract:
We propose a new goodness-of-fit for composite hypothesis of univariate (log-) normality using a relation between the log-normal Laplace transform and its derivative. Power assessments and promising comparisons with numerous other tests are obtained in
an extensive Monte Carlo experiment.
Keywords:
empirical process, empirical Laplace transform , goodness-of-fit test , normal distribution , parametric bootstrap
Electronic version of the publication:
https://event.unitn.it/gofcp2019/