Fourier methods for model selection
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Cites work
- A test of separate families of distributions based on the empirical moment generating function
- An application of multiple comparison techniques to model selection
- Approximation Theorems of Mathematical Statistics
- Consequences and Detection of Misspecified Nonlinear Regression Models
- Consistent tests for symmetric stability with finite mean based on the empirical characteristic function
- Distribution of a Sum of Weighted Central Chi-Square Variables
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
- Goodness-of-fit tests based on empirical characteristic functions
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
- scientific article; zbMATH DE number 3842989 (Why is no real title available?)
- scientific article; zbMATH DE number 3640710 (Why is no real title available?)
- scientific article; zbMATH DE number 3213229 (Why is no real title available?)
- scientific article; zbMATH DE number 3320085 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- scientific article; zbMATH DE number 2221907 (Why is no real title available?)
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Maximum Likelihood Estimation of Misspecified Models
- Measure theory and probability theory.
- Minimum \(\phi\)-divergence estimation in misspecified multinomial models
- Minimum \(K_\phi\)-divergence estimators for multinomial models and applications
- Minimum chi-square estimation and tests for model selection
- On the asymptotic normality of statistics with estimated parameters
- Parametric estimation and tests through divergences and the duality technique
- Regularity conditions for Cox's test of non-nested hypotheses
- Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
- The integrated squared error estimation of parameters
Cited in
(13)- Fast goodness-of-fit tests based on the characteristic function
- A test for the geometric distribution based on linear regression of order statistics
- Model selection based on penalized \(\phi \)-divergences for multinomial data
- Minimum distance estimators for count data based on the probability generating function with applications
- Quantifying the ratio-plot for the geometric distribution
- Testing several rival models using the extension of Vuong's test and quasi clustering
- Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models
- Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations
- Testing poissonity of a large number of populations
- Testing for the geometric distribution in multi-sample settings
- Testing for the zero-altered Poisson distribution with positive data
- Goodness-of-fit tests for generalized Poisson distributions
- Nonparametric probability weighted empirical characteristic function and applications
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