Empirical Hankel transforms and its applications to goodness-of-fit tests

We introduce a special Hankel transform for probability distributions on the nonnegative half-line and discuss some of its properties. Due to the uniqueness of the transform we suggest an integral type test statistic based on the empirical Hankel transform to treat simple and composite hypotheses goodness-of-fit problems. The special case of exponential distributions is studied in detail.

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Year of publication:	2010
Authors:	Baringhaus, Ludwig ; Taherizadeh, Fatemeh
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 6, p. 1445-1457
Publisher:	Elsevier
Keywords:	Hankel transform Exponential distribution Empirical Hankel transform Goodness-of-fit tests

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008488068