Pages that link to "Item:Q3880005"

The following pages link to Multivariate empirical characteristic functions (Q3880005):

Displaying 34 items.

• Goodness-of-fit tests for multivariate Laplace distributions (Q552077) (← links)
• Root \(n\) estimates of vectors of integrated density partial derivative functionals (Q741153) (← links)
• A note on scale estimates based on the empirical characteristic function and their application to test for normality (Q761736) (← links)
• Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
• A test for the two-sample problem based on empirical characteristic functions (Q1023713) (← links)
• Testing for independence by the empirical characteristic function (Q1070713) (← links)
• Asymptotic properties of nonparametric estimators of the characteristic function (Q1072304) (← links)
• A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform (Q1202313) (← links)
• A consistent modification of a test for independence based on the empirical characteristic function (Q1269980) (← links)
• Variable selection and pattern recognition with gene expression data generated by the microarray technology (Q1602590) (← links)
• Applications of distance correlation to time series (Q1708994) (← links)
• General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
• Estimation of quadratic functionals of a density (Q1962212) (← links)
• Kernel-transformed empirical processes (Q2266306) (← links)
• Multivariate nonparametric test of independence (Q2374408) (← links)
• Detecting independence of random vectors: generalized distance covariance and Gaussian covariance (Q2414854) (← links)
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
• A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
• Testing serial independence with functional data (Q2666064) (← links)
• Testing for spherical symmetry via the empirical characteristic function (Q2934858) (← links)
• Testing for a class of bivariate exponential distributions (Q3451390) (← links)
• An omnibus test for the two-sample problem using the empirical characteristic function (Q3749937) (← links)
• Fibonacci numbers, Lucas numbers and integrals of certain Gaussian processes (Q3837630) (← links)
• Multivariate characteristic functions and tail behaviour (Q3880004) (← links)
• Loi du logarithme it�r� dans C S) et fonction caract�ristique empirique (Q3956139) (← links)
• Some results concerning symmetric distributions (Q3968301) (← links)
• Remarks on projection pursuit regression and density estimation (Q4005831) (← links)
• (Q4636983) (← links)
• (Q5101707) (← links)
• Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (Q5111781) (← links)
• Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis (Q5952090) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
• Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)