Fast goodness-of-fit tests based on the characteristic function

DOI10.1016/j.csda.2015.03.015zbMath1468.62093OpenAlexW1992171509MaRDI QIDQ1663267

Hyoung-Moon Kim, M. Dolores Jiménez-Gamero

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.03.015

zbMATH Keywords

consistencyweighted bootstrapcharacteristic functiongoodness-of-fitskew-\(t\) distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (12)

Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions ⋮ Computationally efficient approximations for independence tests in non-parametric regression ⋮ The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples ⋮ Minimum distance estimators for count data based on the probability generating function with applications ⋮ Empirical characteristic function tests for GARCH innovation distribution using multipliers ⋮ Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function ⋮ Unnamed Item ⋮ Fast tests for the two-sample problem based on the empirical characteristic function ⋮ A class of tests for the two-sample problem for count data ⋮ 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 ⋮ Shapiro-Wilk test for multivariate skew-normality

Uses Software

• R
• sn
• RMetrics
• stabledist
• fgof

Cites Work

• Unnamed Item
• Unnamed Item
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