Applications of empirical characteristic functions in some multivariate problems

DOI10.2307/3315612MaRDI QIDQ4036392zbMATH OpenOpenAlexFDO

Authors Sucharita Ghosh, Frits Ruymgaart

Publication date 16 May 1993

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315612

zbMATH Keywords

empirical characteristic functions of projectionsmultivariate normalityprojection pursuitspherical symmetrytest for normality

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES¹
• scientific article; zbMATH DE number 3716479 (Why is no real title available?)
• scientific article; zbMATH DE number 3751955 (Why is no real title available?)
• scientific article; zbMATH DE number 3806740 (Why is no real title available?)
• scientific article; zbMATH DE number 3274385 (Why is no real title available?)
• scientific article; zbMATH DE number 3388297 (Why is no real title available?)
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis
• Projection pursuit
• Robust tests for spherical symmetry
• Testing for normality in arbitrary dimension
• The empirical characteristic function and its applications
• The studentized empirical characteristic function and its application to test for the shape of distribution

Cited in

(34)

• Testing of spherical symmetry of a multivariate distribution.
• Permutation tests for reflected symmetry
• Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
• A multivariate Kolmogorov-Smirnov test of goodness of fit
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• A random-projection based test of Gaussianity for stationary processes
• Application of the empirical characteristic function to compare and estimate densities by pooling information
• Conditional tests for elliptical symmetry
• Normality testing for a long-memory sequence using the empirical moment generating function
• Testing distributional assumptions using a continuum of moments
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
• Empirical likelihood test for diagonal symmetry
• Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes
• On estimating the cumulant generating function of linear processes
• Diagnostic procedures for spherically symmetric distributions
• Nonparametric tests for conditional symmetry in dynamic models
• Testing for spherical symmetry via the empirical characteristic function
• Conditional tests for elliptical symmetry using robust estimators
• Tests for symmetric error distribution in linear and nonparametric regression models
• Depth-based runs tests for bivariate central symmetry
• Tests for conditional ellipticity in multivariate GARCH models
• An empirical goodness-of-fit test for multivariate distributions
• Characterizing statistics and their applications
• A new goodness of fit test for multivariate normality
• Testing for symmetry in multivariate distributions
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• Local power properties of kernel based goodness of fit tests
• Testing for diagonal symmetry based on center-outward ranking
• Tests for symmetry based on the integrated empirical process
• Testing high dimensional diagonal symmetry
• Nonparametric probability weighted empirical characteristic function and applications
• Testing for central symmetry
• Robust tests for the common principal components model

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