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

DOI10.1080/03610920701386844zbMath1128.62059MaRDI 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

eigenvalues; eigenvectors; empirical characteristic function; goodness-of-fit test; multivariate central limit theorem; principal components method

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62H15: Hypothesis testing in multivariate analysis

62G30: Order statistics; empirical distribution functions

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Cites Work

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• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
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• A test for normality based on the empirical characteristic function