A survey of goodness-of-fit and symmetry tests based on the characterization properties of
distributions is presented. This approach became popular in recent years. In most cases the …

We propose three new classes of goodness-of-fit tests for the Pareto type I distribution based
on a characterization. The asymptotic null distribution for the tests are derived and their …

Pareto distributions are widely used models in economics, finance and actuarial sciences.
As a result, a number of goodness-of-fit tests have been proposed for these distributions in …

We propose new classes of goodness-of-fit tests for the Pareto Type I distribution. These
tests are based on a characterization of the Pareto distribution involving order statistics. We …

In this paper some recent advances in goodness of fit testing are presented. Special
attention is given to goodness of fit tests based on equidistribution and independence …

This paper proposes and studies two new classes of tests for exponentiality. Both of them
are based on Basu's characterization of the exponential distribution. The null distributions of …

In this article, a new class of uniformity tests is proposed. It is shown that those tests are
applicable to the cases of any simple null hypothesis as well as for the composite null …

In this paper some well-known tests based on empirical distribution functions (EDF) with
estimated parameters for testing composite normality hypothesis are revisited, and some …

Two new goodness of fit tests for the Pareto type-I distribution for complete and right
censored data are proposed using fixed point characterization based on Steins type identity …

We construct two U-empirical tests for the logistic location family which are based on
appropriate characterization of this family using independent exponential shifts. We study …