Applications of empirical characteristic functions in some multivariate problems

DOI10.2307/3315612zbMATH Open0774.62054OpenAlexW2163832955MaRDI QIDQ4036392FDOQ4036392

Authors: Sucharita Ghosh, Frits Ruymgaart 

Publication date: 16 May 1993

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315612

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zbMATH Keywords

projection pursuitmultivariate normalityspherical symmetrytest for normalityempirical characteristic functions of projections

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• The empirical characteristic function and its applications
• Title not available (Why is that?)
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis
• Projection pursuit
• Testing for normality in arbitrary dimension
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
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• Title not available (Why is that?)
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• Robust tests for spherical symmetry
• A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES¹
• The studentized empirical characteristic function and its application to test for the shape of distribution
• Title not available (Why is that?)

Cited In (33)

• Characterizing statistics and their applications
• Testing for symmetry in multivariate distributions
• A new goodness of fit test for multivariate normality
• Tests for symmetric error distribution in linear and nonparametric regression models
• Diagnostic procedures for spherically symmetric distributions
• Testing distributional assumptions using a continuum of moments
• Depth-based runs tests for bivariate central symmetry
• Empirical likelihood test for diagonal symmetry
• Nonparametric tests for conditional symmetry in dynamic models
• Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
• Local power properties of kernel based goodness of fit tests
• Normality testing for a long-memory sequence using the empirical moment generating function
• Testing for spherical symmetry via the empirical characteristic function
• A random-projection based test of Gaussianity for stationary processes
• Tests for symmetry based on the integrated empirical process
• Conditional tests for elliptical symmetry using robust estimators
• Conditional tests for elliptical symmetry
• Application of the empirical characteristic function to compare and estimate densities by pooling information
• Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
• Nonparametric probability weighted empirical characteristic function and applications
• A multivariate Kolmogorov-Smirnov test of goodness of fit
• Permutation tests for reflected symmetry
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
• On estimating the cumulant generating function of linear processes
• Tests for conditional ellipticity in multivariate GARCH models
• Robust tests for the common principal components model
• A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality
• An empirical goodness-of-fit test for multivariate distributions
• Testing for central symmetry
• Testing for diagonal symmetry based on center-outward ranking
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
• Testing of spherical symmetry of a multivariate distribution.

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