A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES1

Cited In (24)

A supplement to sowey's bibliography on random number generation and related topics
Applications of empirical characteristic functions in some multivariate problems
On Adjustment Costs, Profit Uncertainty and Investment Behavior
Test for uniformity by empirical Fourier expansion
On inference from Markov chain macro-data using transforms
Consistent tests for symmetric stability with finite mean based on the empirical characteristic function
A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function
Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
An empirical-characteristic-function-based change-point test for detection of multiple distributional changes
Robust scale estimation based on the empirical characteristic function
Parameter estimation using transform estimation in time-evolving models
Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
Change point analysis based on empirical characteristic functions
A goodness of fit test for normality based on the empirical moment generating function
Using laplace transform theory to estimate knots
On statistical transform methods and their efficiency
Comparison of some tests of fit for the Laplace distribution
Mixture Models in View of Evidential Analysis
Estimation of affine asset pricing models using the empirical characteristic function
On the errors involved in computing the empirical characteristic function
Goodness of fit tests for discrete distributions
Tests for normal mixtures based on the empirical characteristic function
An omnibus test for the two-sample problem using the empirical characteristic function

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