The following pages link to Simos G. Meintanis (Q288102):
Displaying 50 items.
- Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform (Q138398) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- (Q393599) (redirect page) (← links)
- The probability weighted characteristic function and goodness-of-fit testing (Q393600) (← links)
- (Q495363) (redirect page) (← links)
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Tests of fit for normal inverse Gaussian distributions (Q537399) (← links)
- (Q552076) (redirect page) (← links)
- Goodness-of-fit tests for multivariate Laplace distributions (Q552077) (← links)
- Tests for the error distribution in nonparametric possibly heteroscedastic regression models (Q619163) (← links)
- Tests for independence in non-parametric heteroscedastic regression models (Q632754) (← links)
- Goodness-of-fit tests in semi-linear models (Q693329) (← links)
- Tests for normal mixtures based on the empirical characteristic function (Q957196) (← links)
- (Q1426347) (redirect page) (← links)
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function. (Q1426348) (← links)
- Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data (Q1733281) (← links)
- Recent and classical tests for exponentiality: a partial review with comparisons (Q1774618) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Goodness-of-fit procedures for compound distributions with an application to insurance (Q2081723) (← links)
- Tests for circular symmetry of complex-valued random vectors (Q2161024) (← links)
- Tests for heteroskedasticity in transformation models (Q2165831) (← links)
- On Sobolev tests of uniformity on the circle with an extension to the sphere (Q2174999) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Data transformations and goodness-of-fit tests for type-II right censored samples (Q2256601) (← links)
- Validation tests for the innovation distribution in INAR time series models (Q2259784) (← links)
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
- Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
- Self-consistency-based tests for bivariate distributions (Q2323282) (← links)
- Inferential procedures based on the integrated empirical characteristic function (Q2324329) (← links)
- Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms (Q2373689) (← links)
- Testing skew normality via the moment generating function (Q2437885) (← links)
- A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function (Q2452630) (← links)
- Change point analysis based on empirical characteristic functions (Q2499565) (← links)
- Specification tests for the response distribution in generalized linear models (Q2512786) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families (Q2674489) (← links)
- Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (Q2821014) (← links)
- Detection of Changes in INAR Models (Q2833353) (← links)
- Testing for spherical symmetry via the empirical characteristic function (Q2934858) (← links)
- Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions (Q3103148) (← links)
- Fourier Methods for Sequential Change Point Analysis in Autoregressive Models (Q3298505) (← links)
- Change-Point Analysis Based on Empirical Characteristic Functions of Ranks (Q3423606) (← links)
- Tests for the multivariate<i>k</i>-sample problem based on the empirical characteristic function (Q3509731) (← links)
