Pages that link to "Item:Q1365549"

The following pages link to Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function (Q1365549):

Displaying 38 items.

• Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
• Multivariable goodness tests and approximation of the residues of quadratic forms (Q612117) (← links)
• Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
• Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620) (← links)
• Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions (Q961865) (← links)
• Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
• A consistent test for multivariate normality based on the empirical characteristic function (Q1108716) (← links)
• Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method (Q1623676) (← links)
• Binned goodness-of-fit tests based on the empirical characteristic function (Q1771467) (← links)
• Checking the adequacy of the multivariate semiparametric location shift model (Q1776869) (← links)
• Robust and consistent estimation of nonlinear errors-in-variables models (Q1858959) (← links)
• A homogeneity test based on empirical characteristic functions (Q1861608) (← links)
• New measure of the bivariate asymmetry (Q2023847) (← links)
• Multivariate goodness-of-fit tests based on Wasserstein distance (Q2044339) (← links)
• Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
• Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
• Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
• Goodness-of-fit tests based on the empirical characteristic function (Q2401232) (← links)
• Quadratic distances on probabilities: A unified foundation (Q2426631) (← links)
• Test for uniformity by empirical Fourier expansion (Q2440601) (← links)
• Testing goodness of fit for the distribution of errors in multivariate linear models (Q2567122) (← links)
• Nonparametric checks for single-index models (Q2569234) (← links)
• A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families (Q2674489) (← links)
• A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS (Q3408513) (← links)
• Goodness of fit tests based on the L₂-norm of multivariate probability density functions (Q3432340) (← links)
• Tests for the multivariate<i>k</i>-sample problem based on the empirical characteristic function (Q3509731) (← links)
• (Q3524361) (← links)
• A new class of multivariate goodness of fit tests for multivariate normal mixtures (Q5055156) (← links)
• Some multivariate goodness of fit tests based on data depth (Q5078830) (← links)
• An empirical goodness-of-fit test for multivariate distributions (Q5128999) (← links)
• A new goodness of fit test for multivariate normality (Q5165080) (← links)
• Omnibus tests for the error distribution in the linear regression model (Q5435310) (← links)
• A New Goodness-of-Fit Test Based on the Empirical Characteristic Function (Q5438333) (← links)
• Local power properties of kernel based goodness of fit tests (Q5947223) (← links)
• The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution (Q5963704) (← links)
• Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function (Q6172158) (← links)
• Consistent tests for semiparametric conditional independence (Q6650745) (← links)