Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function

DOI10.1006/jmva.1997.1672zbMath0949.62044MaRDI QIDQ1365549

Yanqin Fan

Publication date: 4 September 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1672

zbMATH Keywords

Fourier series; empirical characteristic function; consistent test

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

62G30: Order statistics; empirical distribution functions

Related Items

Omnibus tests for the error distribution in the linear regression model, A New Goodness-of-Fit Test Based on the Empirical Characteristic Function, Local power properties of kernel based goodness of fit tests, Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters, Goodness-of-fit tests based on empirical characteristic functions, Checking the adequacy of the multivariate semiparametric location shift model, Robust and consistent estimation of nonlinear errors-in-variables models, A homogeneity test based on empirical characteristic functions, Quadratic distances on probabilities: A unified foundation, Testing goodness of fit for the distribution of errors in multivariate linear models, Nonparametric checks for single-index models, A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS, Tests for the multivariatek-sample problem based on the empirical characteristic function

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