Cumulant-Based Goodness-of-Fit Tests for the Tweedie, Bar-Lev and Enis Class of Distributions

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 members of this class, we developed a novel goodn...

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Bibliographic Details
Main Authors: Shaul K. Bar-Lev, Apostolos Batsidis, Jochen Einbeck, Xu Liu, Panpan Ren
Format: Article
Language:English
Published: MDPI AG 2023-03-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/7/1603