Goodness-of-fit tests based on empirical characteristic functions

DOI10.1016/J.CSDA.2009.06.001zbMATH Open1453.62119OpenAlexW2057985979MaRDI QIDQ961885FDOQ961885

Authors: V. Alba-Fernández, J. Muñoz-García, M. D. Jiménez-Gamero, Yurilev Chalco-Cano 

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.06.001

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Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• The empirical characteristic function and its applications
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• A test for the two-sample problem based on empirical characteristic functions
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• The Skew-normal Distribution and Related Multivariate Families*
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Cited In (55)

• Goodness-of-fit graphical assessment for a broad family of unimodal distributions
• Goodness-of-fit tests based on the min-characteristic function
• Nonparametric goodness-of-fit testing for a continuous multivariate parametric model
• An affine invariant multiple test procedure for assessing multivariate normality
• The probability weighted characteristic function and goodness-of-fit testing
• Characteristic function-based hypothesis tests under weak dependence
• Empirical Hankel transforms and its applications to goodness-of-fit tests
• Testing for a class of bivariate exponential distributions
• Fast goodness-of-fit tests based on the characteristic function
• Goodness-of-fit tests in semi-linear models
• A test for the geometric distribution based on linear regression of order statistics
• A class of goodness-of-fit tests based on transformation
• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• Fourier methods for analyzing piecewise constant volatilities
• Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method
• Approximating a class of goodness-of-fit test statistics
• On the empirical characteristic function process of the residuals in GARCH models and applications
• A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
• Goodness-of-fit test for stochastic volatility models
• On testing uniformity using an information-theoretic measure
• A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions
• Goodness-of-fit tests based on the empirical characteristic function
• ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS
• Bivariate sub-Gaussian model for stock index returns
• Binned goodness-of-fit tests based on the empirical characteristic function
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
• On the estimation of the characteristic function in finite populations with applications
• Goodness-of-fit tests based on quadratic functionals of transformed empirical processes
• Goodness-of-fit tests for functional data
• Testing the symmetry of a dependence structure with a characteristic function
• Fourier methods for model selection
• A goodness of fit test for normality based on the empirical moment generating function
• A test of fit for a continuous distribution based on the empirical convex conditional mean function
• Fixed point characterizations of continuous univariate probability distributions and their applications
• Diagnostic tests for the distribution of random effects in multivariate mixed effects models
• Tests of fit for a lognormal distribution
• Testing for the symmetric component in skew distributions
• Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics
• Graphical procedures and goodness-of-fit tests for the compound Poisson-exponential distribution
• Empirical characteristic function tests for GARCH innovation distribution using multipliers
• Title not available (Why is that?)
• The compound truncated Poisson Cauchy model: a descriptor for multimodal data
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
• Quantifying the ratio-plot for the geometric distribution
• Specification tests in mixed effects models
• Title not available (Why is that?)
• Goodness-of-fit test based on empirical characterisitc function
• The power Muth distribution
• A New Goodness-of-Fit Test Based on the Empirical Characteristic Function
• On characteristic function-based bootstrap tests
• Title not available (Why is that?)
• Tests for normal mixtures based on the empirical characteristic function
• Some multivariate goodness of fit tests based on data depth
• Title not available (Why is that?)
• An approximation to the null distribution of a class of Cramér-von Mises statistics

Uses Software

• sn

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