The probability weighted characteristic function and goodness-of-fit testing

DOI10.1016/j.jspi.2013.09.011zbMath1279.62107MaRDI 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

zbMATH Keywords

characteristic functions; empirical characteristic functions; exponential distributiond; normal distributions

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

60E10: Characteristic functions; other transforms

Related Items

New tests for exponentiality based on a characterization with random shift, A new omnibus test of fit based on a characterization of the uniform distribution, Goodness-of-fit tests in the Cox proportional hazards model, On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests, On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests, The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests, Nonparametric probability weighted empirical characteristic function and applications, Fourier methods for analyzing piecewise constant volatilities, An `apples to apples' comparison of various tests for exponentiality, Inferential procedures based on the integrated empirical characteristic function, Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function, Transformations to symmetry based on the probability weighted characteristic function

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Testing for symmetry in multivariate distributions
• Tests for location-scale families based on the empirical characteristic function
• Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
• Approximation of the distribution of excesses through a generalized probability-weighted moments method
• Probability weighted moments properties for small samples
• An affine invariant multiple test procedure for assessing multivariate normality
• Integrated squared error estimation of normal mixtures
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• Goodness-of-fit tests based on empirical characteristic functions
• Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
• Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• Integrated squared error estimation of Cauchy parameters
• Recent and classical tests for exponentiality: a partial review with comparisons
• Robust scale estimation based on the empirical characteristic function
• Normality testing for a long-memory sequence using the empirical moment generating function
• On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
• On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
• On estimating the cumulant generating function of linear processes
• Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions
• Approximation Theorems of Mathematical Statistics
• Use of mean residual life in testing departures from exponentiality
• Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
• A test for normality based on the empirical characteristic function