scientific article; zbMATH DE number 3742409

Cited in

(26)

Testing for independence by the empirical characteristic function
Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
The asymptotic maximin property of chi-squared type tests based on the empirical process
Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics
On estimation and testing goodness of fit for m-dependent stable sequences
A homogeneity test based on empirical characteristic functions
On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data
Goodness-of-fit tests based on the empirical characteristic function
Testing goodness of fit for the distribution of errors in multivariate linear models
Testing normality: a GMM approach
A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
Characteristic function-based semiparametric inference for skew-symmetric models
On statistical transform methods and their efficiency
Minimum-distance methods based on quadratic distances for transforms
Goodness-of-fit test for stochastic volatility models
scientific article; zbMATH DE number 1208127 (Why is no real title available?)
scientific article; zbMATH DE number 7578234 (Why is no real title available?)
A note on gamma difference distributions
Nonparametric two-sample estimation of location and scale parameters from empirical characteristic functions
Testing the hypothesis of normality using multiple small samples
Composite goodness-of-fit tests with kernels
Characteristic-function-based tests for spatial randomness
A note on scale estimates based on the empirical characteristic function and their application to test for normality
A note on generalized Wald's method
Goodness-of-fit tests based on empirical characteristic functions
A homogeneity test for bivariate random variables

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