Ebner, Bruno; Eid, Lena; Klar, Bernhard - In: Statistical Papers 65 (2022) 1, pp. 45-78
We introduce a new characterization of the Cauchy distribution and propose a class of goodness-of-fit tests for the Cauchy family. The limit distribution is derived in a Hilbert space framework under the null hypothesis. The new tests are consistent against a large class of alternatives. A...
