Pages that link to "Item:Q1019484"

The following pages link to Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach (Q1019484):

Displaying 18 items.

• The probability weighted characteristic function and goodness-of-fit testing (Q393600) (← links)
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
• Tests of fit for normal inverse Gaussian distributions (Q537399) (← links)
• Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity (Q958761) (← links)
• Fast goodness-of-fit tests based on the characteristic function (Q1663267) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• Specification tests for the error distribution in GARCH models (Q1927139) (← links)
• Integral transform methods in goodness-of-fit testing. II: The Wishart distributions (Q2027219) (← links)
• Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
• Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
• Integral transform methods in goodness-of-fit testing. I: The gamma distributions (Q2202027) (← links)
• An approximation to the null distribution of a class of Cramér-von Mises statistics (Q2228703) (← links)
• Approximating a class of goodness-of-fit test statistics (Q2229861) (← links)
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms (Q2373689) (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
• Testing for the symmetric component in skew distributions (Q2831017) (← links)
• Characteristic Function-based Semiparametric Inference for Skew-symmetric Models (Q2852623) (← links)
• Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q5972233) (← links)