Goodness-of-fit tests based on the empirical characteristic function
From MaRDI portal
Publication:2401232
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
Cites work
- scientific article; zbMATH DE number 5323637 (Why is no real title available?)
- scientific article; zbMATH DE number 3742409 (Why is no real title available?)
- scientific article; zbMATH DE number 69438 (Why is no real title available?)
- scientific article; zbMATH DE number 1242003 (Why is no real title available?)
- scientific article; zbMATH DE number 227734 (Why is no real title available?)
- scientific article; zbMATH DE number 5019864 (Why is no real title available?)
- scientific article; zbMATH DE number 3107305 (Why is no real title available?)
- A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
- A Test for Normality of Observations and Regression Residuals
- A Test of Goodness of Fit
- A class of invariant consistent tests for multivariate normality
- A consistent test for multivariate normality based on the empirical characteristic function
- A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
- A multivariate Kolmogorov-Smirnov test of goodness of fit
- A new approach to the BHEP tests for multivariate normality
- 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)
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Goodness of fit tests based on kernel density estimators
- Goodness-of-fit test based on empirical characterisitc function
- Goodness-of-fit tests based on empirical characteristic functions
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
- Invariant tests for multivariate normality: A critical review
- Measures of multivariate skewness and kurtosis with applications
- On some global measures of the deviations of density function estimates
- On the maximal deviation of k-dimensional density estimates
- Probabilities of high excursions of Gaussian fields
- Testing for normality in arbitrary dimension
- Testing procedures based on the empirical characteristic functions II: \(k\)-sample problem, change point problem
- The Kolmogorov-Smirnov, Cramer-von Mises Tests
- The empirical characteristic function and its applications
Cited in
(23)- ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS
- Tests for location-scale families based on the empirical characteristic function
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
- Binned goodness-of-fit tests based on the empirical characteristic function
- Goodness-of-fit tests based on quadratic functionals of transformed empirical processes
- The probability weighted characteristic function and goodness-of-fit testing
- Goodness-of-fit tests based on empirical characteristic functions
- Karhunen–Loève Basis in Goodness-of-Fit Tests Decomposition: An Evaluation
- Goodness of fit test statistics for the zeta family
- scientific article; zbMATH DE number 5697128 (Why is no real title available?)
- Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
- Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
- Multivariate goodness-of-fit tests based on kernel density estimators
- Empirical Hankel transforms and its applications to goodness-of-fit tests
- Characterizations of multinormality and corresponding tests of fit, including for GARCH models
- scientific article; zbMATH DE number 5323637 (Why is no real title available?)
- scientific article; zbMATH DE number 6951349 (Why is no real title available?)
- Goodness-of-fit test based on empirical characterisitc function
- Goodness-of-fit tests for functional data
- Tests for normal mixtures based on the empirical characteristic function
- Watson-type goodness-of-fit tests based on the integrated empirical process
- A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
- scientific article; zbMATH DE number 7578234 (Why is no real title available?)
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)
