A New Goodness-of-Fit Test Based on the Empirical Characteristic Function

DOI10.1080/03610920701386844zbMath1128.62059OpenAlexW2167952654MaRDI QIDQ5438333

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Publication date: 23 January 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701386844

zbMATH Keywords

eigenvalueseigenvectorsempirical characteristic functiongoodness-of-fit testmultivariate central limit theoremprincipal components method

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30)

Related Items (4)

Bivariate sub-Gaussian model for stock index returns ⋮ Goodness-of-fit tests based on the empirical characteristic function ⋮ A test of fit for a continuous distribution based on the empirical convex conditional mean function ⋮ Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform

Cites Work

• Unnamed Item
• Tests for normal mixtures based on the empirical characteristic function
• A consistent test for multivariate normality based on the empirical characteristic function
• Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
• The empirical characteristic function and its applications
• Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
• The studentized empirical characteristic function and its application to test for the shape of distribution
• A test for normality based on the empirical characteristic function

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