Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach (Q1019484): Difference between revisions

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+Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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+Kernel-transformed empirical processes
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+Testing for normality in arbitrary dimension
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+Consistency of some tests for multivariate normality
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+On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution
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+Weak convergence of the sample distribution function when parameters are estimated
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+Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
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+A new approach to the BHEP tests for multivariate normality
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+Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
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+Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives
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+Consistent tests for symmetric stability with finite mean based on the empirical characteristic function
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+On weighting the studentized empirical characteristic function for testing normality
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+Numerical calculation of stable densities and distribution functions
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+The estimation of the parameters of the stable laws
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