A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
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Publication:2674489
DOI10.1016/J.CSDA.2022.107548OpenAlexW4283026557MaRDI QIDQ2674489FDOQ2674489
Authors: Feifei Chen, Simos G. Meintanis, M. D. Jiménez-Gamero, Li-Xing Zhu 
Publication date: 14 September 2022
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.09188
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Cited In (6)
- Testing multivariate scatter parameter in elliptical model based on forward search method
- A Cramér-Wold theorem for elliptical distributions
- A unified approach to goodness-of-fit testing for spherical and hyperspherical data
- Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
- Nonparametric goodness-of-fit testing for a continuous multivariate parametric model
- Homogeneity of marginal distributions for a large number of populations
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