Binned goodness-of-fit tests based on the empirical characteristic function
From MaRDI portal
Publication:1771467
DOI10.1016/j.spl.2004.06.024zbMath1062.62078OpenAlexW2020107620MaRDI QIDQ1771467
Publication date: 21 April 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.024
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)
Related Items (5)
Testing for normality with panel data ⋮ Robustness of normality criteria with respect to rounding observations ⋮ On sensitivity of exponentiality tests to data rounding: a Monte Carlo simulation study ⋮ A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function ⋮ Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods
Cites Work
- Smoothing by weighted averaging of rounded points
- An approximation to the limit distribution of the Epps-Pulley test statistic for normality
- Averaged shifted histograms: Effective nonparametric density estimators in several dimensions
- A consistent test for multivariate normality based on the empirical characteristic function
- Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
- Testing for normality in arbitrary dimension
- On the accuracy of binned kernel density estimators
- The accuracy and the computational complexity of a multivariate binned kernel density estima\-tor.
- A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function
- Recent and classical tests for normality - a comparative study
- Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
- Achieving Higher-Order Convergence Rates for Density Estimation with Binned Data
- Selected Topics in Characteristic Functions
- A test for normality based on the empirical characteristic function
This page was built for publication: Binned goodness-of-fit tests based on the empirical characteristic function