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

DOI10.1007/s10986-017-9350-7zbMath1373.62269OpenAlexW2615433404MaRDI QIDQ2401232

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

zbMATH Keywords

empirical characteristic functiongoodness-of-fit

Mathematics Subject Classification ID

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

Related Items (1)

Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics

Cites Work

• Probabilities of high excursions of Gaussian fields
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
• An affine invariant multiple test procedure for assessing multivariate normality
• Goodness-of-fit tests based on empirical characteristic functions
• A consistent test for multivariate normality based on the empirical characteristic function
• The empirical characteristic function and its applications
• On the maximal deviation of k-dimensional density estimates
• A new approach to the BHEP tests for multivariate normality
• Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
• A multivariate Kolmogorov-Smirnov test of goodness of fit
• Testing for normality in arbitrary dimension
• Invariant tests for multivariate normality: A critical review
• On some global measures of the deviations of density function estimates
• The Kolmogorov-Smirnov, Cramer-von Mises Tests
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• A class of invariant consistent tests for multivariate normality
• Goodness-of-fit test based on empirical characterisitc function
• A Test for Normality of Observations and Regression Residuals
• An analysis of variance test for normality (complete samples)
• A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
• Measures of multivariate skewness and kurtosis with applications
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• A Test of Goodness of Fit
• A test for normality based on the empirical characteristic function
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

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