Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
DOI10.1007/S00362-016-0760-0zbMATH Open1351.62070OpenAlexW2310792813MaRDI QIDQ2374429FDOQ2374429
Authors: Yanyan Li 
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
Recommendations
characteristic functionmultivariate normal distributiongoodness-of-fit testmixed modelempirical characteristic functiontest for symmetry
Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)
Cites Work
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Cited In (10)
- The probability weighted characteristic function and goodness-of-fit testing
- Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting
- A Monte Carlo evaluation of the performance of two new tests for symmetry
- Tests for heteroskedasticity in transformation models
- Transformations to symmetry based on the probability weighted characteristic function.
- Title not available (Why is that?)
- 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
- Watson-type goodness-of-fit tests based on the integrated empirical process
- New measure of the bivariate asymmetry
Uses Software
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