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