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

DOI10.1007/s001840400358zbMath1080.62010MaRDI QIDQ814877

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

zbMATH Keywords

Weibull distribution; Uniform distribution; Laplace distribution; Cauchy distribution; Anderson-Darling test; Exponential distribution; Normal distribution; Goodness-of-fit test; Logistic distribution; Tables; Extreme-value distribution

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62G30: Order statistics; empirical distribution functions

Related Items

A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions, A Class of Goodness-of-fit Tests Based on Transformation, Omnibus tests for the error distribution in the linear regression model, The probability weighted characteristic function and goodness-of-fit testing, Tests of fit for normal inverse Gaussian distributions, Specification tests in mixed effects models, Tests for the error distribution in nonparametric possibly heteroscedastic regression models, Goodness-of-fit tests in semi-linear models, Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity, Goodness-of-fit tests based on empirical characteristic functions, A homogeneity test for bivariate random variables, Fourier methods for testing multivariate independence, Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics, Specification tests for the error distribution in GARCH models, Data transformations and goodness-of-fit tests for type-II right censored samples, Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms, Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes, Normality Test Based on a Truncated Mean Characterization, Tests for generalized exponential laws based on the empirical Mellin transform, Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods