Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
From MaRDI portal
Publication:2374429
DOI10.1007/s00362-016-0760-0zbMath1351.62070OpenAlexW2310792813MaRDI QIDQ2374429
Publication date: 15 December 2016
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0760-0
characteristic functionempirical characteristic functiongoodness-of-fit testmixed modelmultivariate normal distributiontest for symmetry
Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)
Related Items
Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting, Tests for heteroskedasticity in transformation models, A Monte Carlo evaluation of the performance of two new tests for symmetry, New measure of the bivariate asymmetry, Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable, The risk function of the goodness-of-fit tests for tail models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Generalization of Shapiro–Wilk's Test for Multivariate Normality
- The probability weighted characteristic function and goodness-of-fit testing
- Testing for symmetry in multivariate distributions
- Semi-parametric tail inference through probability-weighted moments
- Goodness-of-fit tests in mixed models
- A new test for multivariate normality
- Nonparametric probability weighted empirical characteristic function and applications
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test
- A consistent test for multivariate normality based on the empirical characteristic function
- The empirical characteristic function and its applications
- A new approach to the BHEP tests for multivariate normality
- Global power functions of goodness of fit tests.
- Invariant tests for multivariate normality: A critical review
- Weighted moment estimators for the second order scale parameter
- Estimation of parameters of the unified skew normal distribution using the method of weighted moments
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes
- Semi-parametric probability-weighted moments estimation revisited
- On the empirical characteristic function process of the residuals in GARCH models and applications
- Diagnostic tests for the distribution of random effects in multivariate mixed effects models
- Inverse Probability of Censoring Weighted U-statistics for Right-Censored Data with an Application to Testing Hypotheses
- A continuous multivariate exponential distribution
- Transformations to symmetry based on the probability weighted characteristic function
- Fibonacci numbers, Lucas numbers and integrals of certain Gaussian processes
- Applications of empirical characteristic functions in some multivariate problems
- The multivariate skew-normal distribution
- Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models
- Selected Topics in Characteristic Functions
- A note on testing symmetry of the error distribution in linear regression models