Fast goodness-of-fit tests based on the characteristic function
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- scientific article; zbMATH DE number 6890271
Cites work
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A class of goodness-of-fit tests based on transformation
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- Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap
- Goodness-of-fit tests based on empirical characteristic functions
- Goodness-of-fit tests for multivariate Laplace distributions
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
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- Goodness-of-fit tests for the logistic distribution based on empirical transforms
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- Multivariate Student-t regression models: Pitfalls and inference
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
- Random quadratic forms and the bootstrap for \(U\)-statistics
- Remarks on a Multivariate Transformation
- Tests for location-scale families based on the empirical characteristic function
- Tests for normal mixtures based on the empirical characteristic function
- The integrated squared error estimation of parameters
- The multivariate skew-slash distribution
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Cited in
(17)- The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples
- Goodness-of-fit tests based on empirical characteristic functions
- A test for the geometric distribution based on linear regression of order statistics
- A two-sample test for the error distribution in nonparametric regression based on the characteristic function
- Minimum distance estimators for count data based on the probability generating function with applications
- Fast tests for the two-sample problem based on the empirical characteristic function
- scientific article; zbMATH DE number 6006217 (Why is no real title available?)
- Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
- Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions
- Goodness-of-fit tests based on the min-characteristic function
- Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap
- Empirical characteristic function tests for GARCH innovation distribution using multipliers
- On goodness-of-fit tests for the Neyman type a distribution
- A class of tests for the two-sample problem for count data
- Shapiro-Wilk test for multivariate skew-normality
- Computationally efficient approximations for independence tests in non-parametric regression
- On characteristic function-based bootstrap tests
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