Pages that link to "Item:Q3509731"

The following pages link to Tests for the multivariate<i>k</i>-sample problem based on the empirical characteristic function (Q3509731):

Displaying 24 items.

• Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
• Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q364175) (← links)
• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application (Q393538) (← links)
• Nonparametric probability weighted empirical characteristic function and applications (Q893448) (← links)
• The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications (Q1680796) (← links)
• On the estimation of the characteristic function in finite populations with applications (Q1708363) (← links)
• Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data (Q1733281) (← links)
• A two-sample test for the equality of univariate marginal distributions for high-dimensional data (Q2008229) (← links)
• A two-sample test for the error distribution in nonparametric regression based on the characteristic function (Q2010800) (← links)
• Testing the equality of a large number of populations (Q2125472) (← links)
• Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
• Comparing a large number of multivariate distributions (Q2214253) (← links)
• Fast tests for the two-sample problem based on the empirical characteristic function (Q2229077) (← links)
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
• Inferential procedures based on the integrated empirical characteristic function (Q2324329) (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
• Two-sample tests based on empirical Hankel transforms (Q2516615) (← links)
• A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families (Q2674489) (← links)
• Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
• Testing equality of functions under monotonicity constraints (Q2863060) (← links)
• Empirical likelihood test for equality of two distributions using distance of characteristic functions (Q4559358) (← links)
• Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
• Homogeneity of marginal distributions for a large number of populations (Q6548876) (← links)