Pages that link to "Item:Q1365549"
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The following pages link to Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function (Q1365549):
Displayed 15 items.
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620) (← links)
- Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
- Checking the adequacy of the multivariate semiparametric location shift model (Q1776869) (← links)
- Robust and consistent estimation of nonlinear errors-in-variables models (Q1858959) (← links)
- A homogeneity test based on empirical characteristic functions (Q1861608) (← links)
- Quadratic distances on probabilities: A unified foundation (Q2426631) (← links)
- Test for uniformity by empirical Fourier expansion (Q2440601) (← links)
- Testing goodness of fit for the distribution of errors in multivariate linear models (Q2567122) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS (Q3408513) (← links)
- Tests for the multivariate<i>k</i>-sample problem based on the empirical characteristic function (Q3509731) (← links)
- Omnibus tests for the error distribution in the linear regression model (Q5435310) (← links)
- A New Goodness-of-Fit Test Based on the Empirical Characteristic Function (Q5438333) (← links)
- Local power properties of kernel based goodness of fit tests (Q5947223) (← links)