Inferential procedures based on the integrated empirical characteristic function

DOI10.1007/S10182-018-00335-ZMaRDI QIDQ2324329zbMATH OpenOpenAlexWikidataFDO

Authors Sangyeol Lee, Simos G. Meintanis, Minyoung Jo

Publication date 11 September 2019

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-018-00335-z

zbMATH Keywords

characteristic functionindependence testtwo-sample testempirical characteristic functiongoodness of fitsymmetry test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• scientific article; zbMATH DE number 5323637
• scientific article; zbMATH DE number 6951349
• scientific article; zbMATH DE number 3913463
• A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
• Comments: A review of testing procedures based on the empirical characteristic function

Cites work

• scientific article; zbMATH DE number 5323637 (Why is no real title available?)
• scientific article; zbMATH DE number 3913463 (Why is no real title available?)
• scientific article; zbMATH DE number 6951349 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• A new approach to goodness-of-fit testing based on the integrated empirical process^*
• A test for the two-sample problem based on empirical characteristic functions
• A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
• Asymptotic Efficiency of Nonparametric Tests
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
• Comparing distributions
• Curiosities of characteristic functions
• Energy statistics: a class of statistics based on distances
• Global power functions of goodness of fit tests.
• Goodness-of-fit tests for bivariate and multivariate skew-normal distributions
• Goodness-of-fit tests for discrete models based on the integrated distribution function.
• Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• Measuring and testing dependence by correlation of distances
• Multivariate nonparametric test of independence
• Nonparametric Monte Carlo tests and their applications.
• Nonparametric probability weighted empirical characteristic function and applications
• On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data
• On the lack of power of omnibus specification tests
• Orderings of risks: A comparative study via stop-loss transforms
• Permutation tests for homogeneity based on the empirical characteristic function
• Permutation tests for reflected symmetry
• Selected Topics in Characteristic Functions
• Testing for symmetry in multivariate distributions
• Testing procedures based on the empirical characteristic functions II: \(k\)-sample problem, change point problem
• Tests for conditional ellipticity in multivariate GARCH models
• Tests for location-scale families based on the empirical characteristic function
• Tests for the multivariatek-sample problem based on the empirical characteristic function
• The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
• The probability weighted characteristic function and goodness-of-fit testing
• Time series: theory and methods
• Two-Sample Tests Based on the Integrated Empirical Process

Cited in

(3)

• scientific article; zbMATH DE number 3842989 (Why is no real title available?)
• Implementing empirical characteristic function procedures
• Goodness-of-fit tests based on the min-characteristic function

Describes a project that uses

Uses Software

• IndependenceTests
• energy

This page was built for publication: Inferential procedures based on the integrated empirical characteristic function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2324329)