Goodness-of-fit tests based on the empirical characteristic function

DOI10.1007/S10986-017-9350-7zbMATH Open1373.62269OpenAlexW2615433404MaRDI QIDQ2401232FDOQ2401232

Rimantas Rudzkis, Aleksej Bakshaev

Publication date: 31 August 2017

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-017-9350-7

Recommendations

• Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
• A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
• Tests for normal mixtures based on the empirical characteristic function
• Goodness-of-fit tests based on empirical characteristic functions
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function

zbMATH Keywords

goodness-of-fitempirical characteristic function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• The empirical characteristic function and its applications
• A Test for Normality of Observations and Regression Residuals
• On some global measures of the deviations of density function estimates
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Invariant tests for multivariate normality: A critical review
• A class of invariant consistent tests for multivariate normality
• Measures of multivariate skewness and kurtosis with applications
• A consistent test for multivariate normality based on the empirical characteristic function
• A new approach to the BHEP tests for multivariate normality
• Testing for normality in arbitrary dimension
• Title not available (Why is that?)
• A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
• Title not available (Why is that?)
• A test for normality based on the empirical characteristic function
• An affine invariant multiple test procedure for assessing multivariate normality
• An analysis of variance test for normality (complete samples)
• A Test of Goodness of Fit
• The Kolmogorov-Smirnov, Cramer-von Mises Tests
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• Title not available (Why is that?)
• On the maximal deviation of k-dimensional density estimates
• A multivariate Kolmogorov-Smirnov test of goodness of fit
• Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
• Testing procedures based on the empirical characteristic functions II: \(k\)-sample problem, change point problem
• Title not available (Why is that?)
• Probabilities of high excursions of Gaussian fields
• Goodness-of-fit test based on empirical characterisitc function
• Title not available (Why is that?)
• Goodness-of-fit tests based on empirical characteristic functions
• Title not available (Why is that?)
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (18)

• The probability weighted characteristic function and goodness-of-fit testing
• Goodness of fit test statistics for the zeta family
• Empirical Hankel transforms and its applications to goodness-of-fit tests
• Tests for location-scale families based on the empirical characteristic function
• Title not available (Why is that?)
• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS
• Binned goodness-of-fit tests based on the empirical characteristic function
• Goodness-of-fit tests based on quadratic functionals of transformed empirical processes
• Goodness-of-fit tests for functional data
• Karhunen–Loève Basis in Goodness-of-Fit Tests Decomposition: An Evaluation
• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
• Title not available (Why is that?)
• Watson-type goodness-of-fit tests based on the integrated empirical process
• Goodness-of-fit test based on empirical characterisitc function
• A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: Goodness-of-fit tests based on the empirical characteristic function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2401232)