Goodness-of-fit test based on empirical characterisitc function
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DOI10.1080/00949650008812001zbMATH Open0945.62052OpenAlexW2001582435MaRDI QIDQ4489909FDOQ4489909
Author name not available (Why is that?)
Publication date: 3 October 2000
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650008812001
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- scientific article
Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Order statistics; empirical distribution functions (62G30)
Cites Work
- Title not available (Why is that?)
- Remarks on Some Nonparametric Estimates of a Density Function
- On Estimation of a Probability Density Function and Mode
- On the Choice of the Number of Class Intervals in the Application of the Chi Square Test
- Mean integrated square error properties of density estimates
- An Analysis of Variance Test for the Exponential Distribution (Complete Samples)
Cited In (14)
- The probability weighted characteristic function and goodness-of-fit testing
- Normality Test Based on a Truncated Mean Characterization
- Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
- Combined X-bar and CRL charts for the gamma process
- Goodness-of-fit tests for the logistic distribution based on empirical transforms
- Goodness-of-fit tests based on the empirical characteristic function
- Binned goodness-of-fit tests based on the empirical characteristic function
- A goodness of fit test for normality based on the empirical moment generating function
- Comparisons of various types of normality tests
- Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods
- Title not available (Why is that?)
- A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
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