Applications of empirical characteristic functions in some multivariate problems

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Diagnostic procedures for spherically symmetric distributions
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Nonparametric tests for conditional symmetry in dynamic models
Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
Normality testing for a long-memory sequence using the empirical moment generating function
Local power properties of kernel based goodness of fit tests
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
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A multivariate Kolmogorov-Smirnov test of goodness of fit
Permutation tests for reflected symmetry
Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes
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
Testing for central symmetry
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
On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
Testing for diagonal symmetry based on center-outward ranking
Testing of spherical symmetry of a multivariate distribution.

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