Tests for location-scale families based on the empirical characteristic function
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Cited in
(38)- A class of goodness-of-fit tests based on transformation
- Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
- Optimal goodness-of-fit tests for location-scale families of distributions based on the sum of squares of L-statistics
- Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods
- Testing if a mixture is from a given location-scale family
- scientific article; zbMATH DE number 426231 (Why is no real title available?)
- Omnibus tests for the error distribution in the linear regression model
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes
- The probability weighted characteristic function and goodness-of-fit testing
- Goodness-of-fit tests based on empirical characteristic functions
- Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
- Inferential procedures based on the integrated empirical characteristic function
- Fast goodness-of-fit tests based on the characteristic function
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- Tests of fit for normal inverse Gaussian distributions
- Logistic or not Logistic?
- Normality Test Based on a Truncated Mean Characterization
- On automatic kernel density estimate-based tests for goodness-of-fit
- Data transformations and goodness-of-fit tests for type-II right censored samples
- Tests for the error distribution in nonparametric possibly heteroscedastic regression models
- Graphical procedures and goodness-of-fit tests for the compound Poisson-exponential distribution
- Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
- Fourier methods for testing multivariate independence
- Characterizations of a location-scale family of distributions defined by a symmetric distribution
- A test of fit for a continuous distribution based on the empirical convex conditional mean function
- A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions
- An approximation to the null distribution of a class of Cramér-von Mises statistics
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
- Nonparametric probability weighted empirical characteristic function and applications
- Tests for generalized exponential laws based on the empirical Mellin transform
- Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations
- Specification tests for the error distribution in GARCH models
- Goodness-of-fit tests in semi-linear models
- Goodness-of-fit tests for location-scale families based on random distance
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models
- Specification tests in mixed effects models
- A homogeneity test for bivariate random variables
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