A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES1

Cited in

(24)

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

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