scientific article; zbMATH DE number 3640710

zbMATH Open0412.62025MaRDI QIDQ4199359FDOQ4199359

Authors: Christopher R. Heathcote, Paul D. Feigin 

Publication date: 1976

Title of this publication is not available (Why is that?)

zbMATH Keywords

asymptotic efficiencynumerical comparisonsempirical characteristic functionlarge sampleCramer-von Mises statisticgoodness of fit type hypotheses

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Probabilistic methods, stochastic differential equations (65C99)

Cited In (6)

• Test for uniformity by empirical Fourier expansion
• The weak approximation of the empirical characteristic function process when parameters are estimated
• Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
• Joint and marginal specification tests for conditional mean and variance models
• Parameter estimation using transform estimation in time-evolving models
• Fourier methods for model selection

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