Tests for location-scale families based on the empirical characteristic function

DOI10.1007/S001840400358zbMATH Open1080.62010OpenAlexW2013069555MaRDI QIDQ814877FDOQ814877

Authors: T. W. Epps 

Publication date: 8 February 2006

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840400358

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zbMATH Keywords

Weibull distributionLaplace distributionCauchy distributionAnderson-Darling testExponential distributionNormal distributionGoodness-of-fit testLogistic distributionTablesExtreme-value distributionUniform distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Order statistics; empirical distribution functions (62G30)

Cited In (38)

• The probability weighted characteristic function and goodness-of-fit testing
• A homogeneity test for bivariate random variables
• A note on smooth tests of goodness of fit for location-scale families
• Inferential procedures based on the integrated empirical characteristic function
• Fast goodness-of-fit tests based on the characteristic function
• Normality Test Based on a Truncated Mean Characterization
• Goodness-of-fit tests in semi-linear models
• Goodness-of-fit tests based on empirical characteristic functions
• Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
• Goodness-of-fit tests for location-scale families based on random distance
• A class of goodness-of-fit tests based on transformation
• Specification tests for the error distribution in GARCH models
• Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models
• Tests of fit for normal inverse Gaussian distributions
• Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
• Fourier methods for testing multivariate independence
• Tests for generalized exponential laws based on the empirical Mellin transform
• Optimal goodness-of-fit tests for location-scale families of distributions based on the sum of squares of L-statistics
• A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
• Data transformations and goodness-of-fit tests for type-II right censored samples
• A test of fit for a continuous distribution based on the empirical convex conditional mean function
• Nonparametric probability weighted empirical characteristic function and applications
• Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations
• Characterizations of a location-scale family of distributions defined by a symmetric distribution
• Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
• Title not available (Why is that?)
• Graphical procedures and goodness-of-fit tests for the compound Poisson-exponential distribution
• Testing if a mixture is from a given location-scale family
• Logistic or not Logistic?
• Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes
• Omnibus tests for the error distribution in the linear regression model
• Specification tests in mixed effects models
• Tests for the error distribution in nonparametric possibly heteroscedastic regression models
• On automatic kernel density estimate-based tests for goodness-of-fit
• Title not available (Why is that?)
• An approximation to the null distribution of a class of Cramér-von Mises statistics

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