The probability weighted characteristic function and goodness-of-fit testing
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Publication:393600
DOI10.1016/j.jspi.2013.09.011zbMath1279.62107OpenAlexW2087173230MaRDI QIDQ393600
J. S. Allison, Simos G. Meintanis, Jan W. H. Swanepoel
Publication date: 23 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.09.011
characteristic functionsempirical characteristic functionsexponential distributiondnormal distributions
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Characteristic functions; other transforms (60E10)
Related Items (12)
New tests for exponentiality based on a characterization with random shift ⋮ Fourier methods for analyzing piecewise constant volatilities ⋮ Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function ⋮ A new omnibus test of fit based on a characterization of the uniform distribution ⋮ Transformations to symmetry based on the probability weighted characteristic function ⋮ Goodness-of-fit tests in the Cox proportional hazards model ⋮ Nonparametric probability weighted empirical characteristic function and applications ⋮ On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests ⋮ An `apples to apples' comparison of various tests for exponentiality ⋮ The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests ⋮ On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests ⋮ Inferential procedures based on the integrated empirical characteristic function
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