Consistent procedures are constructed for testing independence between the regressor and the error in non-parametric regression models. The tests are based on the Fourier formulation of independence, and utilize the joint and the marginal empirical characteristic functions of the regressor and...

The generalized normal-Laplace distribution is a useful law for modelling asymmetric data exhibiting excess kurtosis. Goodness-of-fit tests for this distribution are constructed which utilize the corresponding moment generating function, and its empirical counterpart. The consistency and other...

Goodness-of-fit tests are proposed for the skew-normal law in arbitrary dimension. In the bivariate case the proposed tests utilize the fact that the moment-generating function of the skew-normal variable is quite simple and satisfies a partial differential equation of the first order. This...

A wide selection of classical and recent tests for exponentiality are discussed and compared. The classical procedures include the statistics of Kolmogorov-Smirnov and Cramér-von Mises, a statistic based on spacings, and a method involving the score function. Among the most recent approaches...

Goodness-of-fit tests are constructed for the two-parameter Birnbaum-Saunders distribution in the case where the parameters are unknown and are therefore estimated from the data. With each test the procedure starts by computing efficient estimators of the parameters. Then the data are...

A test for exponentiality is proposed which is consistent within the newly defined class of LIFRA life distributions. The test may be viewed as a test for uniformity based on a continuum of moment conditions. The limit null distribution of the test statistic is derived, and the finite-sample...

Parameter estimation based on the generalized method of moments (GMM) is proposed. The proposed method employs a distance between an empirical and the corresponding theoretical transform. Estimation by the empirical characteristic function (CF) is a typical example, but alternative empirical...