Cumulant-Based Goodness-of-Fit Tests for the Tweedie, Bar-Lev and Enis Class of Distributions
(2023)
Journal Article
Bar-Lev, S. K., Batsidis, A., Einbeck, J., Liu, X., & Ren, P. (2023). Cumulant-Based Goodness-of-Fit Tests for the Tweedie, Bar-Lev and Enis Class of Distributions. Mathematics, 11(7), Article 1603. https://doi.org/10.3390/math11071603
The class of natural exponential families (NEFs) of distributions having power variance functions (NEF-PVFs) is huge (uncountable), with enormous applications in various fields. Based on a characterization property that holds for the cumulants of the... Read More about Cumulant-Based Goodness-of-Fit Tests for the Tweedie, Bar-Lev and Enis Class of Distributions.