The probability weighted characteristic function and goodness-of-fit testing (Q393600): Difference between revisions

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+On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data
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+Tests for location-scale families based on the empirical characteristic function
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+A test for normality based on the empirical characteristic function
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+Probability weighted moments properties for small samples
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+Normality testing for a long-memory sequence using the empirical moment generating function
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+Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
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+Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
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+Recent and classical tests for exponentiality: a partial review with comparisons
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+Use of mean residual life in testing departures from exponentiality
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+Goodness-of-fit tests based on empirical characteristic functions
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+Robust scale estimation based on the empirical characteristic function
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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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+Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
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+Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions
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+Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
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+Testing for symmetry in multivariate distributions
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+Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
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+Approximation Theorems of Mathematical Statistics
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+On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
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+On the choice of the smoothing parameter for the BHEP goodness-of-fit test
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+An affine invariant multiple test procedure for assessing multivariate normality
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