Pages that link to "Item:Q814877"

The following pages link to Tests for location-scale families based on the empirical characteristic function (Q814877):

Displaying 31 items.

• The probability weighted characteristic function and goodness-of-fit testing (Q393600) (← links)
• Tests of fit for normal inverse Gaussian distributions (Q537399) (← links)
• Specification tests in mixed effects models (Q538100) (← links)
• Tests for the error distribution in nonparametric possibly heteroscedastic regression models (Q619163) (← links)
• Goodness-of-fit tests in semi-linear models (Q693329) (← links)
• Nonparametric probability weighted empirical characteristic function and applications (Q893448) (← links)
• Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity (Q958761) (← links)
• Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
• A homogeneity test for bivariate random variables (Q964666) (← links)
• Fourier methods for testing multivariate independence (Q1023517) (← links)
• Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics (Q1026346) (← links)
• Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
• Fast goodness-of-fit tests based on the characteristic function (Q1663267) (← links)
• Specification tests for the error distribution in GARCH models (Q1927139) (← links)
• On automatic kernel density estimate-based tests for goodness-of-fit (Q2084717) (← links)
• An approximation to the null distribution of a class of Cramér-von Mises statistics (Q2228703) (← links)
• Data transformations and goodness-of-fit tests for type-II right censored samples (Q2256601) (← links)
• Inferential procedures based on the integrated empirical characteristic function (Q2324329) (← links)
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms (Q2373689) (← links)
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
• Graphical procedures and goodness-of-fit tests for the compound poisson-exponential distribution (Q2811450) (← links)
• A test of fit for a continuous distribution based on the empirical convex conditional mean function (Q2979619) (← links)
• Normality Test Based on a Truncated Mean Characterization (Q3072413) (← links)
• Tests for generalized exponential laws based on the empirical Mellin transform (Q3615029) (← links)
• Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods (Q3615067) (← links)
• A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions (Q5177958) (← links)
• A Class of Goodness-of-fit Tests Based on Transformation (Q5419677) (← links)
• Omnibus tests for the error distribution in the linear regression model (Q5435310) (← links)
• Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q5972233) (← links)
• Logistic or not Logistic? (Q6089508) (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)