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

Authors:
Ludwig Baringhaus;Fatemeh Taherizadeh
Affiliations:
Institut für Mathematische Stochastik, Leibniz Universität Hannover, Postfach 60 09, D-30060 Hannover, Germany;Institut für Mathematische Stochastik, Leibniz Universität Hannover, Postfach 60 09, D-30060 Hannover, Germany
Venue:
Journal of Multivariate Analysis
Year:
2010

Citing 3
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Abstract

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.